Impulsive control of piecewise-deterministic processes with long run average cost

DOI10.1080/17442509308833859zbMath0797.60037OpenAlexW2149467389MaRDI QIDQ4286664

Dariusz Gątarek

Publication date: 10 October 1994

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

Full work available at URL: https://doi.org/10.1080/17442509308833859

zbMATH Keywords

variational inequalitiesimpulsive control problemsoptimal stoppingpiecewise-deterministic Markov process

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (1)

Optimality conditions for impulsive control of piecewise-deterministic processes

Cites Work

• Optimality conditions for impulsive control of piecewise-deterministic processes
• State estimation for partially observed Markov chains
• Average Impulse Control of Piecewise Deterministic Processes
• Integro-differential equations associated with optimal stopping time of a piecewise-deterministic process
• Optimal stopping of a piecewise-deterministic markov process
• On Some Impulse Control Problems with Long Run Average Cost
• The Free Boundary for Variational Inequalities with Nonlocal Operators
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Impulsive control of piecewise-deterministic processes with long run average cost