Borkar, Vivek S. (1986) A remark on the attainable distributions of controlled diffusions Stochastics, 18 (1). pp. 17-23. ISSN 1744-2508
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Official URL: http://www.tandfonline.com/doi/abs/10.1080/1744250...
Related URL: http://dx.doi.org/10.1080/17442508608833398
Abstract
It is proved that for controlled diffusions, the sets of attainable laws at a given time and attainable exit distributions, starting from a given initial law, are the same under the family of all nonanticipative controls and its subfamily of Markov controls.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Taylor and Francis Group. |
| Keywords: | Stochastic Controllability; Attainable Distributions; Exit Distributions; Nonanticipative Control; Markov Control |
| ID Code: | 81421 |
| Deposited On: | 06 Feb 2012 04:36 |
| Last Modified: | 06 Feb 2012 04:36 |
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