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

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https://hal.archives-ouvertes.fr/hal-00648221
Contributor : François Dufour <>
Submitted on : Monday, December 5, 2011 - 1:22:59 PM
Last modification on : Thursday, January 11, 2018 - 6:22:11 AM

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François Dufour, Richard Stockbridge. On the existence of strict optimal controls for constrained, controlled Markov processes in continuous-time. Stochastics: An International Journal of Probability and Stochastic Processes, Taylor & Francis: STM, Behavioural Science and Public Health Titles, 2012, 84 (1), pp.57-78. ⟨10.1080/17442508.2011.580347⟩. ⟨hal-00648221⟩

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