论文标题
每单位时间脉冲控制马尔可夫流程的平均成本近似
On an approximation of average cost per unit time impulse control of Markov processes
论文作者
论文摘要
在本文中，我们考虑对连续时间的冲动控制马尔可夫过程，平均每单位时间功能。使用脉冲控制问题在第一次退出时间停止，从增加开放集的序列就可以近似此问题。我们找到了与原始问题相对应的Bellman方程的解决方案，并表明停止冲动控制问题近似于成本功能的最佳值。
In this paper we consider impulse control of continuous time Markov processes with average cost per unit time functional. This problem is approximated using impulse control problems stopped at the first exit time from increasing sequence of open sets. We find solution to Bellman equation corresponding to the original problem and show that stopped impulse control problems approximate optimal value of the cost functional.
