On optimal stopping and impulse control with constraint

DOI10.1007/978-3-030-25498-8_18MaRDI QIDQ2337437zbMATH OpenOpenAlexFDO

Authors M. Robin, José-Luis Menaldi

Publication date 20 November 2019

Full work available at URL https://digitalcommons.wayne.edu/cgi/viewcontent.cgi?article=1099&context=mathfrp

zbMATH Keywords

control by interventionsergodic controlimpulse controlinformation constraintsMarkov-Feller processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic systems in control theory (general) (93E03)

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(12)

• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems
• Ergodic switching control for diffusion-type processes
• On some optimal stopping problems with constraint
• Finite horizon optimal stopping of time-discontinuous functionals with applications to impulse control with delay
• On some ergodic impulse control problems with constraint
• Ergodic impulse control with constraint: locally compact case
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• scientific article; zbMATH DE number 4188892 (Why is no real title available?)
• Optimal stopping and impulse control in the presence of an anticipated regime switch
• Optimal stopping problems with constraints for continuous-time general Markov processes
• Ergodic switching control for Markov chains

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