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Envelopes of Sets of Measures, Tightness, and Markov Control Processes |
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| Authors: | J. González-Hernández O. Hernández-Lerma |
| Affiliation: | (1) Departamento de Probabilidad y Estadistica, IIMAS-UNAM, Apartado Postal 20-726, México D.F. 01000, México , MX;(2) Departamento de Matemáticas, CINVESTAV-IPN, Apartado Postal 14-740, México D.F. 07000, México ohernand@math.cinvestav.mx, MX |
| 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. Accepted 22 May 1998 |
| Keywords: | . Envelopes of measures Tightness criteria (Discrete-time) Markov control processes. AMS Classification. 93E20 28C15. |
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