Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Cited by
57 articles.
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1. Long-Run Impulse Control with Generalized Discounting;SIAM Journal on Control and Optimization;2024-03-04
2. Ergodic switching control for diffusion-type processes;Probability, Uncertainty and Quantitative Risk;2023
3. On an Approximation of Average Cost per Unit Time Impulse Control of Markov Processes;SIAM Journal on Control and Optimization;2022-07-13
4. Risk sensitive optimal stopping;Stochastic Processes and their Applications;2021-06
5. Long-Run Risk-Sensitive Impulse Control;SIAM Journal on Control and Optimization;2020-01