메뉴 건너뛰기




Volumn 24, Issue 3, 1996, Pages 1531-1562

Occupation measures for controlled Markov processes: Characterization and optimality

(2)  Bhatt, Abhay G a   Borkar, Vivek S a  

a NONE

Author keywords

Controlled Markov processes; Infinite dimensional linear programming; Occupation measures; Optimal control

Indexed keywords


EID: 0030366646     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1065725192     Document Type: Article
Times cited : (114)

References (23)
  • 2
    • 0000022835 scopus 로고
    • Invariant measures and evolution equations for Markov processes characterized via martingale problems
    • BHATT, A. G. and KARANDIKAR, R. L. (1993a). Invariant measures and evolution equations for Markov processes characterized via martingale problems. Ann. Probab. 21 2246-2268.
    • (1993) Ann. Probab. , vol.21 , pp. 2246-2268
    • Bhatt, A.G.1    Karandikar, R.L.2
  • 3
    • 21144463780 scopus 로고
    • Weak convergence to a Markov process: The martingale approach
    • BHATT, A. G. and KARANDIKAR, R. L. (1993b). Weak convergence to a Markov process: the martingale approach. Probab. Theory Related Fields 96 335-351.
    • (1993) Probab. Theory Related Fields , vol.96 , pp. 335-351
    • Bhatt, A.G.1    Karandikar, R.L.2
  • 5
    • 34249917901 scopus 로고
    • On extremal solutions to stochastic control problems
    • BORKAR, V. S. (1991). On extremal solutions to stochastic control problems. J. Appl. Math. Optim. 24 317-330.
    • (1991) J. Appl. Math. Optim. , vol.24 , pp. 317-330
    • Borkar, V.S.1
  • 6
    • 0040708256 scopus 로고
    • On extremal solutions to stochastic control problems. II
    • BORKAR, V. S. (1993). On extremal solutions to stochastic control problems. II. J. Appl. Math. Optim. 28 49-56.
    • (1993) J. Appl. Math. Optim. , vol.28 , pp. 49-56
    • Borkar, V.S.1
  • 7
    • 21844482086 scopus 로고
    • A note on ergodic control of degenerate diffusions
    • BORKAR, V. S. (1995). A note on ergodic control of degenerate diffusions. J. Optim Theory Appl. 86 251-261.
    • (1995) J. Optim Theory Appl. , vol.86 , pp. 251-261
    • Borkar, V.S.1
  • 8
    • 0028462548 scopus 로고
    • Optimal control of semilinear stochastic evolution equations
    • BORKAR, V. S. and GOVINDAN, T. E. (1994). Optimal control of semilinear stochastic evolution equations. Nonlinear Anal. 23 15-35.
    • (1994) Nonlinear Anal. , vol.23 , pp. 15-35
    • Borkar, V.S.1    Govindan, T.E.2
  • 9
    • 0029306970 scopus 로고
    • On extremal solutions of controlled nonlinear filtering equations
    • BORKAR, V. S. and SUNILKUMAR, P. C. (1995). On extremal solutions of controlled nonlinear filtering equations. SIAM J. Control Optim. 33 718-724.
    • (1995) SIAM J. Control Optim. , vol.33 , pp. 718-724
    • Borkar, V.S.1    Sunilkumar, P.C.2
  • 11
    • 0040114518 scopus 로고
    • A criterion for invariant measures of Markov processes
    • ECHEVERRIA, P. E. (1982). A criterion for invariant measures of Markov processes. Z. Wahrsch. Verw. Gebiete 61 1-16.
    • (1982) Z. Wahrsch. Verw. Gebiete , vol.61 , pp. 1-16
    • Echeverria, P.E.1
  • 12
    • 0001274938 scopus 로고
    • Compactification methods in the control of degenerate diffusions: Existence of an optimal control
    • EL KAROUI, N., NGUYEN, D. H. and JEANBLANC-PIQUE, M. (1987). Compactification methods in the control of degenerate diffusions: existence of an optimal control. Stochastics 20 169-219.
    • (1987) Stochastics , vol.20 , pp. 169-219
    • El Karoui, N.1    Nguyen, D.H.2    Jeanblanc-Pique, M.3
  • 13
    • 0024068809 scopus 로고
    • Existence of an optimal Markovian filter for the control under partial observations
    • EL KAROUI, N., NGUYEN, D. H. and JEANBLANC-PIQUE, M. (1988). Existence of an optimal Markovian filter for the control under partial observations. SIAM J. Control Optim. 26 1025-1061.
    • (1988) SIAM J. Control Optim. , vol.26 , pp. 1025-1061
    • El Karoui, N.1    Nguyen, D.H.2    Jeanblanc-Pique, M.3
  • 15
    • 0024731399 scopus 로고
    • Convex duality approach to the optimal control of diffusions
    • FLEMING, W. R. and VERMES. D. (1989) Convex duality approach to the optimal control of diffusions. SIAM J. Control Optim. 27 1136-1155.
    • (1989) SIAM J. Control Optim. , vol.27 , pp. 1136-1155
    • Fleming, W.R.1    Vermes, D.2
  • 16
    • 0009258232 scopus 로고
    • Average cost Markov decision processes: Optimality conditions
    • HERNANDEZ-LERMA, O., HENNET, J. C. and LASSERRE, J. B. (1991). Average cost Markov decision processes: optimality conditions. J. Math. Anal. Appl. 158 396-406.
    • (1991) J. Math. Anal. Appl. , vol.158 , pp. 396-406
    • Hernandez-Lerma, O.1    Hennet, J.C.2    Lasserre, J.B.3
  • 18
    • 0001257766 scopus 로고
    • Linear programming and sequential decisions
    • MANNE, A. (1960). Linear programming and sequential decisions. Management Sci. 6 257-267.
    • (1960) Management Sci. , vol.6 , pp. 257-267
    • Manne, A.1
  • 19
    • 0001287190 scopus 로고
    • Time-average control of a martingale problem: Existence of a stationary solution
    • STOCKBRIDGE, R. H. (1990a). Time-average control of a martingale problem: existence of a stationary solution. Ann. Probab. 18 190-205.
    • (1990) Ann. Probab. , vol.18 , pp. 190-205
    • Stockbridge, R.H.1
  • 20
    • 0001287187 scopus 로고
    • Time-average control of a martingale problem: A linear programming formulation
    • STOCKBRIDGE, R. H. (1990b). Time-average control of a martingale problem: a linear programming formulation. Ann. Probab. 18 206-217.
    • (1990) Ann. Probab. , vol.18 , pp. 206-217
    • Stockbridge, R.H.1
  • 22
    • 0040708241 scopus 로고
    • A necessary and sufficient condition for optimality of dynamic programming type, making no a priori assumptions on the controls
    • VINTER, R. B. and LEWIS, R. M. (1978). A necessary and sufficient condition for optimality of dynamic programming type, making no a priori assumptions on the controls. SIAM J. Control Optim. 16 571-583.
    • (1978) SIAM J. Control Optim. , vol.16 , pp. 571-583
    • Vinter, R.B.1    Lewis, R.M.2
  • 23
    • 0002241274 scopus 로고
    • Existence et unicité de diffusions à valeurs dans un espace de Hilbert
    • YOR, M. (1974). Existence et unicité de diffusions à valeurs dans un espace de Hilbert. Ann. Inst. H. Poincaré Probab. Statist. 10 55-88.
    • (1974) Ann. Inst. H. Poincaré Probab. Statist. , vol.10 , pp. 55-88
    • Yor, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.