Long-Run Impulse Control with Generalized Discounting
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Publication:6191407
DOI10.1137/23m1582539arXiv2306.17448OpenAlexW4392373984MaRDI QIDQ6191407
Łukasz Stettner, Damian Jelito
Publication date: 7 March 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2306.17448
Bellman equationimpulse controlaverage cost per unit timegeneralized discountingnonexponential discounting
Optimal stochastic control (93E20) Existence theories for optimal control problems involving relations other than differential equations (49J21) Impulsive control/observation systems (93C27)
Cites Work
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