Kolmogorov's Equations for Jump Markov Processes and Their Applications to Control Problems
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Publication:5034421
DOI10.1137/S0040585X97T990630zbMath1492.60223arXiv2109.05079OpenAlexW4226424301MaRDI QIDQ5034421
Albert N. Shiryaev, Eugene A. Feinberg
Publication date: 25 February 2022
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.05079
Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27) Jump processes on general state spaces (60J76)
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