On Some Impulse Control Problems with Long Run Average Cost
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Publication:3912711
DOI10.1137/0319020zbMath0461.93062OpenAlexW2077302513MaRDI QIDQ3912711
Publication date: 1981
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0319020
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)
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