On the poisson equation and optimal stopping of ergodic markov processes (Q3685770): Difference between revisions

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Latest revision as of 18:21, 14 June 2024

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On the poisson equation and optimal stopping of ergodic markov processes
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    On the poisson equation and optimal stopping of ergodic markov processes (English)
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    1986
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    ergodic decomposition
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    Feller Markov processes
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    invariant sets
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    invariant measures
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    optimal stopping problem
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    Harris condition
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    impulsive control problem
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