Ergodic switching control for diffusion-type processes

DOI10.3934/PUQR.2023003MaRDI QIDQ2699280zbMATH OpenOpenAlexFDO

Authors M. Robin, José-Luis Menaldi

Publication date 26 April 2023

Published in Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/puqr.2023003

zbMATH Keywords

control by interventionsergodic controlimpulse controlinformation constraintsMarkov-Feller processesswitching control

Mathematics Subject Classification ID

Impulsive optimal control problems (49N25) Diffusion processes (60J60)

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Cited in

(12)

• Controlled diffusion processes with Markovian switchings for modeling dynamical engineering systems
• On ergodic control of switching processes
• Ergodic problem for optimal stochastic switching
• Ergodic Control of Switching Diffusions
• Discrete-time switching control in random walks
• A mixed singular/switching control problem with terminal cost for modulated diffusion processes
• On averaged expected cost control for 1D ergodic diffusions with switching
• A numerical method for ergodic optimal control of switching diffusions with reflection
• Ergodic switching control for Markov chains
• Discrete-time hybrid control with risk-sensitive discounted costs
• Ergodic switching control for Markov-Feller processes. I
• Switching and impulsive control of a reflected diffusion

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