Abstract

Impulsive control of continuous-time Markov processes with risk- sensitive long-run average cost is considered. The most general impulsive control problem is studied under the restriction that impulses are in dyadic moments only. In a particular case of additive cost for impulses, the impulsive control problem is solved without restrictions on the moments of impulses.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.