On the compactness method in general ergodic impulsive control of markov processes

DOI10.1080/17442509008833646MaRDI QIDQ3484748zbMATH OpenOpenAlexFDO

Authors Dariusz Gątarek, Łukasz Stettner

Publication date 1990

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509008833646

zbMATH Keywords

impulsive controllong run average costFeller-Markov processes

Mathematics Subject Classification ID

Markov processes (60J99) Optimal stochastic control (93E20)

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Cited in

(14)

• On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
• On impulsive control with long run average cost criterion
• Ergodic control of reflected diffusions with jumps
• Impulse control maximizing average cost per unit time: a nonuniformly ergodic case
• Ergodic switching control for diffusion-type processes
• A note on asymptotics between singular and constrained control problems of one-dimensional diffusions
• Sequential entry and exit decisions with an ergodic performance criterion
• On ergodic impulsive control problems
• A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
• Ergodic impulsive control of Feller processes with costly information
• On some ergodic impulse control problems with constraint
• On an approximation of average cost per unit time impulse control of Markov processes
• Ergodic impulse control with constraint: locally compact case
• Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls

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