On ergodic control of switching processes

DOI10.4310/CIS.2021.V21.N4.A4MaRDI QIDQ2048489zbMATH OpenOpenAlexWikidataFDO

Authors M. Robin, José-Luis Menaldi

Publication date 6 August 2021

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/cis.2021.v21.n4.a4

zbMATH Keywords

ergodic controlcontrol of impulse typeswitching Markov-Feller processesswitching reflected diffusion with jumps

Mathematics Subject Classification ID

Diffusion processes (60J60) Impulsive optimal control problems (49N25) Continuous-time Markov processes on discrete state spaces (60J27) Optimal stochastic control (93E20)

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Cited in

(10)

• Switching and impulsive control of a reflected diffusion
• Control problem for the impulse process under stochastic optimization procedure and Lévy conditions
• Using control to shape stochastic escape and switching dynamics
• Ergodic problem for optimal stochastic switching
• Discrete-time switching control in random walks
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
• Ergodic control of reflected diffusions with jumps
• Ergodic switching control for diffusion-type processes
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities
• A numerical method for ergodic optimal control of switching diffusions with reflection

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