Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (Q5347547): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(5 intermediate revisions by 4 users not shown)
Property / author
 
Property / author: Łukasz Stettner / rank
Normal rank
 
Property / author
 
Property / author: Łukasz Stettner / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1606.08731 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic Control of Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mesure invariante sur les classes r�currentes des processus de Markov / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal impulse and continuous control: Method of nonlinear quasi- variational inequalities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Growth optimal portfolio selection under proportional transaction costs with obligatory diversification / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the compactness method in general ergodic impulsive control of markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Impulse control of one-dimensional ito diffusions with an expected and a pathwise ergodic criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of regime-switching stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite horizon stopping problems with (nearly) total reward criteria / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4711606 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4182645 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Some Impulse Control Problems with Long Run Average Cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-term average cost control problems for continuous time Markov processes: A survey / rank
 
Normal rank
Property / cites work
 
Property / cites work: On impulsive control with long run average cost criterion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ergodic impulsive control problems / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2964191434 / rank
 
Normal rank

Latest revision as of 10:46, 30 July 2024

scientific article; zbMATH DE number 6722973
Language Label Description Also known as
English
Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case
scientific article; zbMATH DE number 6722973

    Statements

    Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case (English)
    0 references
    0 references
    0 references
    24 May 2017
    0 references
    impulse control
    0 references
    ergodic control
    0 references
    nonuniformly ergodic Markov process
    0 references
    unbounded cost
    0 references

    Identifiers