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A K Zvonkin
© 1971 American Mathematical Society
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Citation A K Zvonkin 1971 Math. USSR Sb. 15 607
DOI 10.1070/SM1971v015n04ABEH001565
29 Total downloads
We consider Markov processes with continuous time, where the
switching of the controls takes place at random (independent of the future) moments
of time. We derive Bellman's cost equation and the existence of 
optimal
strategies, prove the measurability of cost and give an excessive characterization of
cost.
Bibliography: 9 items.