Long-term average cost control problems for continuous time Markov processes: A survey

DOI10.1007/BF00046603zbMath0531.93068MaRDI QIDQ788690

Maurice Robin

Publication date: 1983

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

impulse controlcontinuous control, stopping problemlong-term average costundiscounted stochastic control Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Variational inequalities (49J40) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimality conditions for problems involving randomness (49K45) Optimal stopping in statistics (62L15) Existence of optimal solutions to problems involving randomness (49J55)

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