On ergodic control problems for singularly perturbed Markov processes

DOI10.1007/BF01447652MaRDI QIDQ1823558zbMATH OpenOpenAlexFDO

Authors Tomasz R. Bielecki, Łukasz Stettner

Publication date 1989

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01447652

zbMATH Keywords

optimal stoppingaveraging propertiesErgodic control problemssingularly perturbed Feller- Markov processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

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• Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
• On Optimal Control of a Non-Terminating Diffusion Process with Reflection
• On Some Impulse Control Problems with Long Run Average Cost
• On impulsive control with long run average cost criterion
• On some problems arising in asymptotic analysis of Markov processes with singularly perturbed generators
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• The existence of optimal controls

Cited in

(11)

• A singular control problem with an expected and a pathwise ergodic performance criterion
• Singular Perturbations in Stochastic Ergodic Control Problems
• Singular ergodic control for multidimensional Gaussian processes
• On the poisson equation and optimal stopping of ergodic markov processes
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• On control of two-scale stochastic systems with linear dynamics in the fast variables
• Singular ergodic control for multidimensional Gaussian–Poisson processes
• On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
• scientific article; zbMATH DE number 4170818 (Why is no real title available?)
• Singular Perturbations in Ergodic Control of Diffusions
• The Eigenvalue Problem of Singular Ergodic Control

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