Borkar, Vivek S. (1989) A topology for markov controls Applied Mathematics and Optimization, 20 (1). pp. 55-62. ISSN 0095-4616
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Official URL: http://www.springerlink.com/content/mv8556877m0l51...
Related URL: http://dx.doi.org/10.1007/BF01447645
Abstract
For a controlled nondegenerate diffusion, a topology is defined on the set of all Markov relaxed controls, which is compact metrizable and with respect to which the resultant law of the diffusion with prescribed initial law is a continuous function of the control.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| ID Code: | 5358 |
| Deposited On: | 18 Oct 2010 08:56 |
| Last Modified: | 20 May 2011 10:45 |
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