Ergodic problem for optimal stochastic switching

DOI10.1016/0022-247X(90)90367-OzbMath0721.49019WikidataQ60502976 ScholiaQ60502976MaRDI QIDQ2640865

Maurice Robin, José Luis Menaldi, Perthame, Benoît

Publication date: 1990

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Neumann boundary conditionsquasi-variational inequalitieslong run average costreflected diffusion processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (4)

Ergodic switching control for diffusion-type processes ⋮ Discrete-time hybrid control in Borel spaces: average cost optimality criterion ⋮ Ergodic control of reflected diffusions with jumps ⋮ Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities

Cites Work

• On optimal control of a Brownian motion
• An integral formula for total gradient variation
• Long-term average cost control problems for continuous time Markov processes: A survey
• On the asymptotic behaviour of solutions of integro-differential inequalities
• Nonlinear elliptic equations, rearrangements of functions and Orlicz spaces
• On the support of the solution of some variational inequalities of evolution
• On impulsive control with long run average cost criterion
• Optimal Switching for Ordinary Differential Equations
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
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