Ergodic Control of Switching Diffusions

DOI10.1137/S0363012996299302zbMath0891.93081OpenAlexW2014615708WikidataQ60167554 ScholiaQ60167554MaRDI QIDQ4377429

Mrinal K. Ghosh, Steven I. Marcus, Aristotle Arapostathis

Publication date: 9 February 1998

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

Full work available at URL: https://doi.org/10.1137/s0363012996299302

zbMATH Keywords

Hamilton-Jacobi-Bellman equationergodic controlswitching diffusionsfailure-prone manufacturing systemMarkov policypathwise average cost

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60)

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