Ergodic impulse control with constraint: locally compact case
From MaRDI portal
Publication:4989151
DOI10.4064/bc122-11zbMath1464.49024OpenAlexW3133308123WikidataQ114022047 ScholiaQ114022047MaRDI QIDQ4989151
José Luis Menaldi, Maurice Robin
Publication date: 20 May 2021
Published in: Banach Center Publications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4064/bc122-11
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Infinite horizon stopping problems with (nearly) total reward criteria
- Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps
- Discrete time adaptive impulsive control theory
- On optimal stopping and impulse control with constraint
- On Some Optimal Stopping Problems with Constraint
- Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- On Some Ergodic Impulse Control Problems with Constraint
- Markov Chains and Stochastic Stability
- On ergodic impulsive control problems
- Semi-Markov control models with average costs
- Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case
- On Some Impulse Control Problems with Constraint
- A Fixed Point Approach to Solve the Average Cost Optimality Equation for Semi-Markov Decision Processes with Feller Transition Probabilities
This page was built for publication: Ergodic impulse control with constraint: locally compact case