Envelopes of Sets of Measures, Tightness, and Markov Control Processes

Envelopes of Sets of Measures, Tightness, and Markov Control Processes We introduce upper and lower envelopes for sets of measures on an arbitrary topological space, which are then used to give a tightness criterion. These concepts are applied to show the existence of optimal policies for a class of Markov control processes. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Mathematics and Optimization Springer Journals

Envelopes of Sets of Measures, Tightness, and Markov Control Processes

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Publisher
Springer-Verlag
Copyright
Copyright © Inc. by 1999 Springer-Verlag New York
Subject
Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Theoretical, Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Physics, Simulation
ISSN
0095-4616
eISSN
1432-0606
D.O.I.
10.1007/s002459900131
Publisher site
See Article on Publisher Site

Abstract

We introduce upper and lower envelopes for sets of measures on an arbitrary topological space, which are then used to give a tightness criterion. These concepts are applied to show the existence of optimal policies for a class of Markov control processes.

Journal

Applied Mathematics and OptimizationSpringer Journals

Published: Aug 1, 2091

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