On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes
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Publication:5093270
DOI10.1137/21M1434143zbMath1497.93103arXiv2205.14642OpenAlexW4285084276WikidataQ114073999 ScholiaQ114073999MaRDI QIDQ5093270
Publication date: 26 July 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2205.14642
Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Impulsive control/observation systems (93C27)
Related Items (2)
Asymptotics of impulse control problem with multiplicative reward ⋮ Long-Run Impulse Control with Generalized Discounting
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