An Abelian Limit Approach to a Singular Ergodic Control Problem

DOI10.1137/050646998zbMATH Open1330.93246OpenAlexW2030749430MaRDI QIDQ5453583FDOQ5453583

Ananda Weerasinghe

Publication date: 3 April 2008

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

Full work available at URL: https://semanticscholar.org/paper/23b1d1ee5a2bfe92254b862016ecabc0eafd2879

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zbMATH Keywords

ergodic controllocal-time processesdiffusions with reflecting boundaries

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Stochastic integral equations (60H20)

Cited In (7)

• Optimal control of a one-dimensional storage process
• Title not available (Why is that?)
• Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input
• On an ergodic two-sided singular control problem
• Optimal service rate perturbations of many server queues in heavy traffic
• Optimal sustainable harvesting of populations in random environments
• Optimal buffer size and dynamic rate control for a queueing system with impatient customers in heavy traffic

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