Ergodic control of diffusions with random intervention times
DOI10.1017/jpr.2020.80zbMath1459.49010arXiv1909.05047OpenAlexW2972666676WikidataQ114118028 ScholiaQ114118028MaRDI QIDQ4964777
Publication date: 3 March 2021
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.05047
diffusion processergodic controlresolvent operatorPoisson processsingular stochastic controlbounded variation control
Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Impulsive optimal control problems (49N25) Existence of optimal solutions to problems involving randomness (49J55)
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