On average cost stopping time problems
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- An optimal stopping time problem with time average cost in a bounded interval
- Dynkin games and martingale methods
- Gittins indices in the dynamic allocation problem for diffusion processes
- Long-term average cost control problems for continuous time Markov processes: A survey
- On Some Impulse Control Problems with Long Run Average Cost
- On ergodic impulsive control problems
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- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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(6)- A stochastic representation theorem with applications to optimization and obstacle problems.
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