Impulse Control of Standard Brownian Motion: Long-Term Average Criterion

DOI10.1007/978-3-662-45504-3_14zbMath1320.93089OpenAlexW205594627MaRDI QIDQ2948562

Richard H. Stockbridge, Chao Zhu, Kurt Helmes

Publication date: 6 October 2015

Published in: IFIP Advances in Information and Communication Technology (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01286407/file/978-3-662-45504-3_14_Chapter.pdf

zbMATH Keywords

impulse controllong-term average criterioninfinite dimensional linear programmingexpected occupation and impulse measures

Mathematics Subject Classification ID

Linear programming (90C05) Optimal stochastic control (93E20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Impulsive optimal control problems (49N25)

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