On ergodic impulsive control problems

DOI10.1080/17442508608833400MaRDI QIDQ3685771zbMATH OpenOpenAlexFDO

Authors Łukasz Stettner

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833400

zbMATH Keywords

Feller Markov processimpulsive controloptimal long run average valueoptimal strategies

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

Recommendations

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Cites work

• Asymptotics in quasi-variational inequalities and ergodic control problems
• Long-term average cost control problems for continuous time Markov processes: A survey

Cited in

(14)

• On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
• Optimal Central Bank intervention in the foreign exchange market
• On impulsive isoenergetic control
• Ergodic impulsive control of Feller processes with costly information
• On some ergodic impulse control problems with constraint
• On impulsive control with long run average cost criterion
• On the compactness method in general ergodic impulsive control of markov processes
• On the poisson equation and optimal stopping of ergodic markov processes
• Perturbation methods in optimal stopping with average cost criterion
• Ergodic impulse control with constraint: locally compact case
• On an approximation of average cost per unit time impulse control of Markov processes
• Impulse control maximizing average cost per unit time: a nonuniformly ergodic case
• On risk-sensitive ergodic impulsive control of Markov processes
• On average cost stopping time problems

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