论文信息 - On ergodic stopping and impulsive control problems for nonuniformly ergodic Markov processes

On ergodic stopping and impulsive control problems for nonuniformly ergodic Markov processes

In this paper we study optimal stopping and impulse control with a long-run average cost functional for ergodic Markov processes, which transition semigroupPt converges uniformly on compact sets to a unique invariant measure, ast→∞. We restrict the class of strategies to so-called stopping rules and obtain continuity of value functions and characterization of optimal rules.

Ł. Stettner

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