scientific article; zbMATH DE number 4188892
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Publication:5753295
zbMath0721.60050MaRDI QIDQ5753295
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
semigroupimpulsive control problemsOptimal stoppingexistence of a bounded positive eigenfunctionlong run average cost problems
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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Asymptotics of impulse control problem with multiplicative reward ⋮ Risk sensitive impulse control of non-Markovian processes ⋮ Long-Run Risk-Sensitive Impulse Control ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ Discrete-time hybrid control in Borel spaces ⋮ Discrete-time hybrid control in Borel spaces: average cost optimality criterion ⋮ Long-run risk sensitive dyadic impulse control ⋮ Infinite horizon stopping problems with (nearly) total reward criteria ⋮ Impulse control of stochastic Navier-Stokes equations
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