Geodesic
On a~reduction of the jump Markov control model to a~discrete time model
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 59-70

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

Using a reduction to discrete time we prove two properties of jump Markov control models with Borel state and action spaces: 1) the value of the model is analytic; 2) almost everywhere $\varepsilon$-optimal strategies (maybe non-Markovian) do exist. 
@article{TVP_1980_25_1_a4,
     author = {A. A. Yu\v{s}kevi\v{c}},
     title = {On a~reduction of the jump {Markov} control model to a~discrete time model},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {59--70},
     publisher = {mathdoc},
     volume = {25},
     number = {1},
     year = {1980},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a4/}
}
TY  - JOUR
AU  - A. A. Yuškevič
TI  - On a~reduction of the jump Markov control model to a~discrete time model
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1980
SP  - 59
EP  - 70
VL  - 25
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a4/
LA  - ru
ID  - TVP_1980_25_1_a4
ER  - 
%0 Journal Article
%A A. A. Yuškevič
%T On a~reduction of the jump Markov control model to a~discrete time model
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1980
%P 59-70
%V 25
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a4/
%G ru
%F TVP_1980_25_1_a4
A. A. Yuškevič. On a~reduction of the jump Markov control model to a~discrete time model. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 1, pp. 59-70. http://geodesic.mathdoc.fr/item/TVP_1980_25_1_a4/