Ergodic impulsive control of Feller processes with costly information

DOI10.1016/0167-6911(90)90118-EzbMath0724.93085OpenAlexW2113006786MaRDI QIDQ2277230

Dariusz Gątarek

Publication date: 1990

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90118-e

zbMATH Keywords

Feller processesimpulsive controlergodic stochastic control

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Impulsive optimal control problems (49N25)

Related Items (2)

Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources ⋮ Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations

Cites Work

• On impulsive control with long run average cost criterion
• A note on impulsive control of Feller processes with costly information
• On the compactness method in general ergodic impulsive control of markov processes
• On the poisson equation and optimal stopping of ergodic markov processes
• On Some Impulse Control Problems with Long Run Average Cost
• Un modéle d'lnspections optimales
• Optimal Inspections in a Stochastic Control Problem with Costly Observations, II
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ergodic impulsive control of Feller processes with costly information