*also affiliated with University Paris-SaclayWe study the impulse control of a general Markov-Feller process in a compact metric space E with a long term average (or ergodic) cost when the impulse instants are restricted to be the arrival times of an exogenous signal process; this restriction is referred to as a constraint. The admissible impuls...
Creator:
Robin, Maurice (Ecole Polytechnique)
Created:
2018-05-09
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
First, an optimal stopping problem of a Markov-Feller process is considered when the controller is allowed to stop the evolution only at the arrival times of a signal. A complete setting and resolution of this problem is discussed, e.g., when the inter-arrival times of the signal are independent identically distributed random variables, and then...
Creator:
Menaldi, Jose (Wayne State University)
Created:
2018-05-09
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
