Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case

DOI10.1137/16M1085991zbMath1361.93068arXiv1606.08731OpenAlexW2964191434WikidataQ59890663 ScholiaQ59890663MaRDI QIDQ5347547

Jan Palczewski, Łukasz Stettner

Publication date: 24 May 2017

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.08731

zbMATH Keywords

ergodic controlimpulse controlunbounded costnonuniformly ergodic Markov process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20)

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