Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon

DOI10.1023/A:1011970418845zbMath1160.93397OpenAlexW945806452MaRDI QIDQ5950006

T. E. Govindan, Onésimo Hernández-Lerma

Publication date: 6 December 2001

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011970418845

zbMATH Keywords

successive approximationsdiscounted cost criterionnonstationary continuous-time Markov control processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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