On the compactness method in general ergodic impulsive control of markov processes

DOI10.1080/17442509008833646zbMath0704.93073OpenAlexW2090976605MaRDI QIDQ3484748

Dariusz Gątarek, Łukasz Stettner

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833646

zbMATH Keywords

impulsive controllong run average costFeller-Markov processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Markov processes (60J99)

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On Some Ergodic Impulse Control Problems with Constraint ⋮ On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes ⋮ Impulse Control Maximizing Average Cost per Unit Time: A Nonuniformly Ergodic Case ⋮ Ergodic switching control for diffusion-type processes ⋮ A note on the vanishing interest rate approach in average Markov decision chains with continuous and bounded costs ⋮ Average optimality in dynamic programming on Borel spaces -- unbounded costs and controls ⋮ Ergodic impulsive control of Feller processes with costly information ⋮ Ergodic control of reflected diffusions with jumps ⋮ Sequential entry and exit decisions with an ergodic performance criterion ⋮ A note on asymptotics between singular and constrained control problems of one-dimensional diffusions

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