On the poisson equation and optimal stopping of ergodic markov processes

DOI10.1080/17442508608833399zbMath0569.60048OpenAlexW1964504173MaRDI QIDQ3685770

Łukasz Stettner

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833399

zbMATH Keywords

invariant setsinvariant measuresergodic decompositionoptimal stopping problemimpulsive control problemHarris conditionFeller Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (7)

On Some Ergodic Impulse Control Problems with Constraint ⋮ On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes ⋮ Ergodic switching control for diffusion-type processes ⋮ Asymptotic analysis for variational inequalities and its application to optimal stopping ⋮ Ergodic impulsive control of Feller processes with costly information ⋮ Infinite horizon stopping problems with (nearly) total reward criteria ⋮ Discrete time adaptive impulsive control theory

Cites Work

• Unnamed Item
• Asymptotics in quasi-variational inequalities and ergodic control problems
• On Some Impulse Control Problems with Long Run Average Cost

This page was built for publication: On the poisson equation and optimal stopping of ergodic markov processes