On the poisson equation and optimal stopping of ergodic markov processes
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Publication:3685770
DOI10.1080/17442508608833399zbMath0569.60048MaRDI QIDQ3685770
Publication date: 1986
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508608833399
invariant sets; invariant measures; ergodic decomposition; optimal stopping problem; impulsive control problem; Harris condition; Feller Markov processes
60J25: Continuous-time Markov processes on general state spaces
93E20: Optimal stochastic control
60G40: Stopping times; optimal stopping problems; gambling theory
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