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Published in:
2020 | OriginalPaper | Chapter
2. Selected Properties of Controlled Processes
Authors : Alexey Piunovskiy, Yi Zhang
Published in: Continuous-Time Markov Decision Processes
Publisher: Springer International Publishing
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Abstract
The main purpose of this chapter is to present some properties of the controlled processes that are closely related to the optimal control problems considered in this book. In Sect. 2.1, we rigorously show that under a natural Markov strategy \(\breve{\pi }\), the controlled process \(X(\cdot )\) is a Markov pure jump process, with the explicit construction of its transition function being presented.