scientific article; zbMATH DE number 4170818

MaRDI QIDQ3496273zbMATH OpenFDO

Authors Tomasz R. Bielecki, Łukasz Stettner

Publication date 1989

zbMATH Keywords

impulsive control problemsdiscounted cost functionalsingular perturbed diffusion modelsingular stoppingsingularly perturbed Feller processsingularly perturbed Markov processes

Mathematics Subject Classification ID

Impulsive optimal control problems (49N25) Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20)

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Cited in

(2)

• On ergodic control problems for singularly perturbed Markov processes
• Limits of Singularly Perturbed Control Problems with Statistical Dynamics of Fast Motions

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