Communications in Information and Systems
Volume 21 (2021)
On ergodic control of switching processes
Pages: 591 – 621
An ergodic control problem of switching Markov–Feller processes is considered with a control of impulse type. We discuss the extent to which a solution can be obtained from existing results, in particular when the control acts only on the discrete component, and we study the handling of weaker assumptions. As a particular case, a detailed study of a general class of switching reflected diffusion with jumps having oblique boundary conditions is carried out.
Received 21 April 2020
Published 4 June 2021