On impulsive control with long run average cost criterion
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Publication:3318670
DOI10.4064/sm-76-3-279-298zbMath0534.93069OpenAlexW4245814571MaRDI QIDQ3318670
Publication date: 1983
Published in: Studia Mathematica (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/218508
Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Existence of optimal solutions to problems involving randomness (49J55) Model systems in control theory (93C99)
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An optimal stopping time problem with time average cost in a bounded interval ⋮ Ergodic problem for optimal stochastic switching ⋮ On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes ⋮ 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 the Modeling of Impulse Control with Random Effects for Continuous Markov Processes ⋮ On the solution of general impulse control problems using superharmonic functions ⋮ Long-Run Risk-Sensitive Impulse Control ⋮ Singular ergodic control for multidimensional Gaussian processes ⋮ Ergodic impulsive control of Feller processes with costly information ⋮ Zero-Sum Markov Games with Impulse Controls ⋮ Discrete time adaptive impulsive control theory ⋮ Optimal impulse control problems for degenerate diffusions with jumps ⋮ On ergodic control problems for singularly perturbed Markov processes ⋮ Impulse control and expected suprema ⋮ Resolvent-techniques for multiple exercise problems
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