On the compactness method in general ergodic impulsive control of markov processes
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Publication:3484748
DOI10.1080/17442509008833646zbMATH Open0704.93073OpenAlexW2090976605MaRDI QIDQ3484748FDOQ3484748
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
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- Ergodic impulse control with constraint: locally compact case
- Impulse control maximizing average cost per unit time: a nonuniformly ergodic case
- On some ergodic impulse control problems with constraint
- On an approximation of average cost per unit time impulse control of Markov processes
- On impulsive control with long run average cost criterion
- On ergodic impulsive control problems
- On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes
- Ergodic control of reflected diffusions with jumps
- Ergodic switching control for diffusion-type processes
- A note on asymptotics between singular and constrained control problems of one-dimensional diffusions
- A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs
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