3 papers
math.OC2025
Markov control of continuous time Markov processes with long run functionals by time discretization
Lukasz Stettner
In the paper we study continuous time controlled Markov processes using discrete time controlled Markov processes. We consider long run functionals: average reward per unit time or…
math.OC2025
Long run control of nonhomogeneous Markov processes
Åukasz Stettner
In the paper average reward per unit time and average risk sensitive reward functionals are considered for controlled nonhomogeneous Markov processes. Existence of solutions to sui…
math.PR2024
Stability of long run functionals with respect to stationary Markov controls
Lukasz Stettner
In the paper we study dependence of long run functionals and limit characteristics assuming that Borel measurable Markov controls converge pointwise. We consider two kinds of funct…