On ergodic control of switching processes

DOI10.4310/CIS.2021.V21.N4.A4zbMath1491.60142OpenAlexW3171338472WikidataQ114020865 ScholiaQ114020865MaRDI QIDQ2048489

Maurice Robin, José Luis Menaldi

Publication date: 6 August 2021

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cis.2021.v21.n4.a4

zbMATH Keywords

ergodic controlcontrol of impulse typeswitching Markov-Feller processesswitching reflected diffusion with jumps

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Continuous-time Markov processes on discrete state spaces (60J27) Impulsive optimal control problems (49N25)

Related Items (1)

Ergodic switching control for diffusion-type processes

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