A solution technique for Lévy driven long term average impulse control problems
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Publication:2229687
DOI10.1016/j.spa.2020.07.016zbMath1458.93233arXiv1909.10182OpenAlexW3047414862MaRDI QIDQ2229687
Publication date: 18 February 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.10182
Processes with independent increments; Lévy processes (60G51) Stochastic systems in control theory (general) (93E03) Impulsive control/observation systems (93C27)
Related Items (5)
General optimal stopping with linear cost ⋮ On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes ⋮ Analytical and numerical solutions to ergodic control problems arising in environmental management ⋮ Stability of overshoots of Markov additive processes ⋮ Competition versus Cooperation: A Class of Solvable Mean Field Impulse Control Problems
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