On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time

Stochastics

Volumn 84, Issue 1, 2012, Pages 55-78

  Dufour, Francois ^a   Stockbridge, Richard H ^b  

^a UNIVERSITÉ DE BORDEAUX   (France)

^b UNIVERSITY OF WISCONSIN MILWAUKEE   (United States)

Author keywords

constrained control; linear programming; optimal strict control; stochastic control

Indexed keywords

EID: 84855914238     PISSN: 17442508     EISSN: 17442516     Source Type: Journal    
DOI: 10.1080/17442508.2011.580347     Document Type: Article

References (8)

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