Cover Image

Markov control of continuous time Markov processes with long run functionals by time discretization

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Stettner, Lukasz
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 93E20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Stability of long run functionals with respect to stationary Markov controls
by: Stettner, Lukasz
Published: (2024)

Long run control of nonhomogeneous Markov processes
by: Stettner, Łukasz
Published: (2025)

Blackwell optimality and policy stability for long-run risk sensitive stochastic control
by: Bäuerle, Nicole, et al.
Published: (2024)

Impulse control maximising average cost per unit time: a non-uniformly ergodic case
by: Palczewski, Jan, et al.
Published: (2016)

Long-run impulse control with generalised discounting
by: Jelito, Damian, et al.
Published: (2023)

Discrete time shadow price revisited
by: Rogala, Tomasz, et al.
Published: (2025)

Path integral control under McKean-Vlasov dynamics
by: Bennett, Timothy
Published: (2024)

Optimal control of Volterra integral diffusions and application to contract theory
by: Possamaï, Dylan, et al.
Published: (2025)

Maximum principle for discrete-time robust stochastic optimal control problem
by: He, Wei
Published: (2025)

Policy stability and ultimate stationarity in discounted risk-sensitive stochastic control
by: Bäuerle, Nicole, et al.
Published: (2026)

An optimal level of Stubbornness to win a soccer match
by: Pramanik, Paramahansa
Published: (2025)

Partially observed controlled Markov chains and optimal control of the Wonham filter
by: Confortola, Fulvia, et al.
Published: (2026)

Stochastic control with dividend payments and capital injections for Markov additive processes
by: Noba, Kei
Published: (2026)

Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels
by: Bonaccorsi, Stefano, et al.
Published: (2024)

The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2025)

Continuous time Stochastic optimal control under discrete time partial observations
by: Bayer, Christian, et al.
Published: (2024)

Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
by: Schießl, Jonas, et al.
Published: (2023)

A simple approach to the Løkka-Zervos dichotomy for absolutely continuous dividend strategies
by: Mastromonaco, Tommy, et al.
Published: (2026)

A system of Schrödinger's problems and functional equations
by: Mikami, Toshio, et al.
Published: (2025)

The randomization method in stochastic optimal control
by: Fuhrman, Marco
Published: (2025)

Markov approximation for controlled Hawkes Jump-Diffusions with general kernels
by: Khabou, Mahmoud, et al.
Published: (2025)

McKean-Vlasov forward-backward doubly stochastic differential equations and applications to stochastic control
by: Al-Hussein, AbdulRahman, et al.
Published: (2024)

Multi-period Asset-liability Management with Reinforcement Learning in a Regime-Switching Market
by: Gao, Zhongqin, et al.
Published: (2025)

QPLEX Decision Processes: Formulation via Nonlinear Markov Chains and Optimization via Policy Gradients
by: Dieker, Antonius B., et al.
Published: (2026)

Stochastic control with self-exciting processes
by: Eyjolfsson, Heidar, et al.
Published: (2026)

Existence of bounded solutions to multiplicative Poisson equations under mixing property
by: Pitera, Marcin, et al.
Published: (2023)

Continuous-time multi-armed bandits under random intervention times
by: Noba, Kei, et al.
Published: (2026)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)

Optimal Dividend Control with Transaction Costs under Exponential Parisian Ruin for a Refracted Levy Risk Model
by: Gao, Zhongqin, et al.
Published: (2025)

Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
by: Chen, Liangying, et al.
Published: (2026)

Linear-quadratic stochastic Volterra controls I: Causal feedback strategies
by: Hamaguchi, Yushi, et al.
Published: (2022)

Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Liu, Lu, et al.
Published: (2025)

Linear-quadratic stochastic Volterra controls II: Optimal strategies and Riccati--Volterra equations
by: Hamaguchi, Yushi, et al.
Published: (2022)

Pontryagin Maximum Principle for rough stochastic systems and pathwise stochastic control
by: Horst, Ulrich, et al.
Published: (2025)

Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Luo, Sheng, et al.
Published: (2024)

Reinforcement Learning for Dividend Optimization in Partially Observed Regime-Switching Diffusion Model
by: Gao, Zhongqin, et al.
Published: (2026)

A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces
by: Kerimkulov, Bekzhan, et al.
Published: (2023)

Formalising the intentional stance 1: attributing goals and beliefs to stochastic processes
by: McGregor, Simon, et al.
Published: (2024)

Large Deviations for Empirical Measures of Self-Interacting Markov Chains
by: Budhiraja, Amarjit, et al.
Published: (2023)

A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)