On ergodic control problems for singularly perturbed Markov processes

DOI10.1007/BF01447652zbMath0681.60089OpenAlexW2029967201MaRDI QIDQ1823558

Tomasz R. Bielecki, 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/bf01447652

zbMATH Keywords

optimal stoppingaveraging propertiesErgodic control problemssingularly perturbed Feller- Markov processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Markov processes (60J99)

Related Items (2)

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ On control of two-scale stochastic systems with linear dynamics in the fast variables

Cites Work

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• Nearly Optimal State Feedback Controls for Stochastic Systems with Wideband Noise Disturbances
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• On Some Impulse Control Problems with Long Run Average Cost
• Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model
• On Optimal Control of a Non-Terminating Diffusion Process with Reflection

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