scientific article; zbMATH DE number 4188892

MaRDI QIDQ5753295zbMATH OpenFDO

Authors Łukasz Stettner

Publication date 1989

zbMATH Keywords

existence of a bounded positive eigenfunctionimpulsive control problemslong run average cost problemsOptimal stoppingsemigroup

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stochastic control (93E20)

Recommendations

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Cited in

(11)

• Discrete-time hybrid control in Borel spaces: average cost optimality criterion
• Impulse control of stochastic Navier-Stokes equations
• Discrete-time hybrid control in Borel spaces
• Long-run risk sensitive dyadic impulse control
• An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems
• Long-run risk-sensitive impulse control
• Optimal stopping problems for a family of continuous-time Markov processes
• Asymptotics of impulse control problem with multiplicative reward
• Long-Run Impulse Control with Generalized Discounting
• Risk sensitive impulse control of non-Markovian processes
• Infinite horizon stopping problems with (nearly) total reward criteria

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