Ergodic problem for optimal stochastic switching

DOI10.1016/0022-247X(90)90367-OzbMath0721.49019WikidataQ60502976 ScholiaQ60502976MaRDI QIDQ2640865

Perthame, Benoît, Maurice Robin, José Luis Menaldi

Publication date: 1990

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Neumann boundary conditions; quasi-variational inequalities; long run average cost; reflected diffusion processes

Mathematics Subject Classification ID

60J60: Diffusion processes

49J55: Existence of optimal solutions to problems involving randomness

Related Items

Ergodic control of reflected diffusions with jumps

Cites Work

• On optimal control of a Brownian motion
• An integral formula for total gradient variation
• Long-term average cost control problems for continuous time Markov processes: A survey
• On the asymptotic behaviour of solutions of integro-differential inequalities
• Nonlinear elliptic equations, rearrangements of functions and Orlicz spaces
• On the support of the solution of some variational inequalities of evolution
• On impulsive control with long run average cost criterion
• Optimal Switching for Ordinary Differential Equations
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
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