On Some Ergodic Impulse Control Problems with Constraint

DOI10.1137/17M1147573zbMath1397.49050WikidataQ129458755 ScholiaQ129458755MaRDI QIDQ3177157

Maurice Robin, José Luis Menaldi

Publication date: 27 July 2018

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

relaxationergodic controlimpulse controlinformation constraintsMarkov-Feller processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Variational inequalities (49J40) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Diffusion processes (60J60) Impulsive optimal control problems (49N25)

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