On ergodic control of switching processes

DOI10.4310/CIS.2021.V21.N4.A4zbMATH Open1491.60142OpenAlexW3171338472WikidataQ114020865 ScholiaQ114020865MaRDI QIDQ2048489FDOQ2048489

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

Recommendations

• Ergodic switching control for diffusion-type processes
• An Ergodic Control Problem for Reflected Diffusion with Jump
• Ergodic problem for optimal stochastic switching
• Ergodic Control of Switching Diffusions
• Switching control of piecewise-deterministic processes

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)

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

This page was built for publication: On ergodic control of switching processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2048489)