Borkar, Vivek S. (1993) On extremal solutions to stochastic control problems. II Applied Mathematics and Optimization, 28 (1). pp. 49-56. ISSN 0095-4616
Full text not available from this repository.
Official URL: http://www.springerlink.com/content/ll740583032527...
Related URL: http://dx.doi.org/10.1007/BF01188757
Abstract
The set of attainable laws of the joint state-control process of a controlled diffusion is analyzed from a convex analytic viewpoint. Various equivalence relations depending on one-dimensional marginals thereof are defined on this set and the corresponding equivalence classes are studied.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer. |
| Keywords: | Optimal Stochastic Control; Controlled Diffusions; Extremal Solutions; Pre-Markov Controls; Marginal Classes |
| ID Code: | 81429 |
| Deposited On: | 06 Feb 2012 04:37 |
| Last Modified: | 06 Feb 2012 04:37 |
Repository Staff Only: item control page
