Geodesic
On sequentially controlled Markov processes
Sbornik. Mathematics, Tome 15 (1971) no. 4, pp. 607-617

Voir la notice de l'article provenant de la source Math-Net.Ru

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. 
@article{SM_1971_15_4_a7,
     author = {A. K. Zvonkin},
     title = {On sequentially controlled {Markov} processes},
     journal = {Sbornik. Mathematics},
     pages = {607--617},
     publisher = {mathdoc},
     volume = {15},
     number = {4},
     year = {1971},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1971_15_4_a7/}
}
TY  - JOUR
AU  - A. K. Zvonkin
TI  - On sequentially controlled Markov processes
JO  - Sbornik. Mathematics
PY  - 1971
SP  - 607
EP  - 617
VL  - 15
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/SM_1971_15_4_a7/
LA  - en
ID  - SM_1971_15_4_a7
ER  - 
%0 Journal Article
%A A. K. Zvonkin
%T On sequentially controlled Markov processes
%J Sbornik. Mathematics
%D 1971
%P 607-617
%V 15
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/SM_1971_15_4_a7/
%G en
%F SM_1971_15_4_a7
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/