Envelopes of sets of measures, tightness, and Markov control processes
type: Item
instance of: scholarly article
title: Envelopes of sets of measures, tightness, and Markov control processes
zbMATH Open document ID: 0933.93074
published in: Applied Mathematics and Optimization
publication date: 2000-01-03T00:00:00Z
review text: Upper and lower envelopes of sets of measures on arbitrary topological space are considered to derive new tightness criteria. These criteria are applied to derive existence of optimal controls for a class of Markov control processes.
reviewed by: Michael Kohlmann
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 28C15
zbMATH DE Number: 1369643
zbMATH Keywords: envelopes of measures
zbMATH Keywords: tightness criteria
zbMATH Keywords: discrete time Markov control problems
zbMATH Keywords: existence of optimal controls
author: Juan González-Hernández
author: Onésimo Hernández-Lerma
MaRDI profile type: Publication
full work available at URL: s002459900131
OpenAlex ID: W2028920933
DOI: 10.1007/S002459900131
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description: scientific article; zbMATH DE number 1369643