Geodesic
On sequentially controlled Markov processes
Sbornik. Mathematics, Tome 15 (1971) no. 4, pp. 607-617 Cet article a éte moissonné depuis la source Math-Net.Ru

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We consider Markov processes with continuous time, where the switching of the controls takes place at random (independent of the future) moments of time. We derive Bellman's cost equation and the existence of $(p,\varepsilon)$ optimal strategies, prove the measurability of cost and give an excessive characterization of cost. Bibliography: 9 titles. 
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     author = {A. K. Zvonkin},
     title = {On sequentially controlled {Markov} processes},
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     number = {4},
     language = {en},
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A. K. Zvonkin. On sequentially controlled Markov processes. Sbornik. Mathematics, Tome 15 (1971) no. 4, pp. 607-617. http://geodesic.mathdoc.fr/item/SM_1971_15_4_a7/

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