Published November 1999
| Version v1
Journal article
Envelopes of Sets of Measures, Tightness, and Markov Control Processes
- 1. Departamento de Probabilidad y Estadistica, IIMAS-UNAM, Apartado Postal 20-726, Mexico D.F. 01000 (Mexico)
- 2. Departamento de Matematicas, CINVESTAV-IPN, Apartado Postal 14-740, Mexico D.F. 07000 (Mexico)
Description
We introduce upper and lower envelopes for sets of measures on an arbitrary topological space, which are then used to give a tightness criterion. These concepts are applied to show the existence of optimal policies for a class of Markov control processes
Additional details
Identifiers
Publishing Information
- Journal Title
- Applied Mathematics and Optimization
- Journal Volume
- 40
- Journal Issue
- 3
- Journal Page Range
- p. 377-392
- ISSN
- 0095-4616
INIS
- Country of Publication
- United States
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 39081604
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
- Descriptors DEI
- CONTROL THEORY; MARKOV PROCESS; MATHEMATICAL SPACE; TOPOLOGY
- Descriptors DEC
- MATHEMATICS; SPACE; STOCHASTIC PROCESSES
Optional Information
- Copyright
- Copyright (c) Inc. 1999 Springer-Verlag New York