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