On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes

DOI10.1007/BF01448193zbMath0658.60073OpenAlexW404135908MaRDI QIDQ1111238

Łukasz Stettner

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01448193

zbMATH Keywords

invariant measureOptimal stoppingergodic Markov processesimpulse control problems

Mathematics Subject Classification ID

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

Related Items (4)

Optimal stopping and control of dynamic routing in networks ⋮ Optimal stopping and control with two kinds of boundary conditions: application to dynamic routeing in networks ⋮ Ergodic control of reflected diffusions with jumps ⋮ Infinite horizon stopping problems with (nearly) total reward criteria

Cites Work

• On impulsive control with long run average cost criterion
• On the poisson equation and optimal stopping of ergodic markov processes
• On ergodic impulsive control problems
• On Some Impulse Control Problems with Long Run Average Cost
• Strong envelopes of stochastic processes and a penalty method^†
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