Geodesic
Controlled jump Markov models
Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 247-270 Cet article a éte moissonné depuis la source Math-Net.Ru

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We expand the Blackwell–Strauch dynamic programming theory ([1], [2]) to jump processes with Borel state and action spaces. The main topics are the Bellman equation and the existence of Markovian $\varepsilon$-optimal policies. We use the techniques of analytic sets, semianalytic functions and non-Borelian policies similiar to that of [15]. 
@article{TVP_1980_25_2_a1,
     author = {A. A. Yu\v{s}kevi\v{c}},
     title = {Controlled jump {Markov} models},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {247--270},
     year = {1980},
     volume = {25},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a1/}
}
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A. A. Yuškevič. Controlled jump Markov models. Teoriâ veroâtnostej i ee primeneniâ, Tome 25 (1980) no. 2, pp. 247-270. http://geodesic.mathdoc.fr/item/TVP_1980_25_2_a1/