Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost'' (Q1097859)
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scientific article; zbMATH DE number 4035710
| Language | Label | Description | Also known as |
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| English | Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost'' |
scientific article; zbMATH DE number 4035710 |
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Corrections to ``Ergodic control problem for one-dimensional diffusions with near-monotone cost'' (English)
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1986
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The proofs of Theorems 3.3 and 3.4 of \textit{A. Bensoussan} and \textit{V. Borkar} [ibid. 5, 127-133 (1984; Zbl 0558.93046)] contain some gaps: The first part of the former assumes \(\rho \leq \rho^*\) (in the notation of the article loc. cit.) while the second half employs the optimal sampling theorem without adequate justification. The latter objection also applies to step 4 in the proof of Theorem 3.4.
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ergodic control
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one-dimensional diffusions
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new-monotone cost
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