Impulsive control of piecewise-deterministic processes with long run average cost

DOI10.1080/17442509308833859MaRDI QIDQ4286664zbMATH OpenOpenAlexFDO

Authors Dariusz Gątarek

Publication date 10 October 1994

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509308833859

zbMATH Keywords

impulsive control problemsoptimal stoppingpiecewise-deterministic Markov processvariational inequalities

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

Recommendations

• On value functions for impulsive control of piecewise-deterministic processes
• scientific article; zbMATH DE number 4130300
• scientific article; zbMATH DE number 828042
• Optimal strategies for impulse control of piecewise deterministic Markov processes
• Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes

Cites work

• Average Impulse Control of Piecewise Deterministic Processes
• scientific article; zbMATH DE number 4020157 (Why is no real title available?)
• scientific article; zbMATH DE number 3624495 (Why is no real title available?)
• scientific article; zbMATH DE number 3638617 (Why is no real title available?)
• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
• On Some Impulse Control Problems with Long Run Average Cost
• Optimal stopping of a piecewise-deterministic markov process
• Optimality conditions for impulsive control of piecewise-deterministic processes
• State estimation for partially observed Markov chains
• The Free Boundary for Variational Inequalities with Nonlocal Operators

Cited in

(8)

• Optimality conditions for impulsive control of piecewise-deterministic processes
• Impulse control of standard Brownian motion: long-term average criterion
• scientific article; zbMATH DE number 4130300 (Why is no real title available?)
• On value functions for impulsive control of piecewise-deterministic processes
• Asymptotic Convergence for the Average Impulse Control of Piecewise Deterministic Processes
• scientific article; zbMATH DE number 4006133 (Why is no real title available?)
• Discretizations for the average impulse control of piecewise deterministic processes
• scientific article; zbMATH DE number 4188892 (Why is no real title available?)

This page was built for publication: Impulsive control of piecewise-deterministic processes with long run average cost

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4286664)