Applied Mathematics and Optimization, Vol.40, No.3, 377-392, 1999
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.
Keywords:OCCUPATION MEASURES;POLICIES