Sequential entry and exit decisions with an ergodic performance criterion (Q5485918)
From MaRDI portal
scientific article; zbMATH DE number 5051484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential entry and exit decisions with an ergodic performance criterion |
scientific article; zbMATH DE number 5051484 |
Statements
Sequential entry and exit decisions with an ergodic performance criterion (English)
0 references
4 September 2006
0 references
ergodic stochastic control
0 references
long-term average criterion
0 references
almost sure optimality
0 references
impulse stochastic control
0 references
variational inequalities
0 references
0 references
0 references
