A simple proof of the theorem concerning optimality in a one-dimensional ergodic control problem

DOI10.1007/S002459911001zbMATH Open0986.93074OpenAlexW1967259983MaRDI QIDQ1968766

Yanyan Li

Publication date: 13 June 2002

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459911001

zbMATH Keywords

stochastic optimal controlergodic controlMarkov control

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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