On ergodic impulsive control problems

DOI10.1080/17442508608833400zbMath0569.60049OpenAlexW1991081313MaRDI QIDQ3685771

Łukasz Stettner

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833400

zbMATH Keywords

optimal strategiesimpulsive controlFeller Markov processoptimal long run average value

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (8)

On Some Ergodic Impulse Control Problems with Constraint ⋮ On ergodic stopping and impulsive control problem for nonuniformly ergodic Markov processes ⋮ Perturbation methods in optimal stopping with average cost criterion ⋮ 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 impulse control with constraint: locally compact case ⋮ Optimal Central Bank intervention in the foreign exchange market ⋮ On average cost stopping time problems

Cites Work

• Long-term average cost control problems for continuous time Markov processes: A survey
• Asymptotics in quasi-variational inequalities and ergodic control problems

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