TY - JOUR
T1 - Ergodic control problem for one-dimensional diffusions with near-monotone cost
AU - Bensoussan, A.
AU - Borkar, V.
PY - 1984/11
Y1 - 1984/11
N2 - The existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dimensional diffusions is established under a 'near-monotonicity' condition on the cost. Necessary and sufficient conditions for the optimality of a stable Markov control are given in terms of the same. © 1984.
AB - The existence and uniqueness of the solution to the Bellman equation for ergodic control of one-dimensional diffusions is established under a 'near-monotonicity' condition on the cost. Necessary and sufficient conditions for the optimality of a stable Markov control are given in terms of the same. © 1984.
KW - Bellman equation
KW - Dynamic programming
KW - Ergodic control
KW - Near-monotone cost
KW - Stable optimal Markov controls
UR - http://www.scopus.com/inward/record.url?scp=0021518446&partnerID=8YFLogxK
UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0021518446&origin=recordpage
U2 - 10.1016/0167-6911(84)90021-5
DO - 10.1016/0167-6911(84)90021-5
M3 - 21_Publication in refereed journal
VL - 5
SP - 127
EP - 133
JO - Systems and Control Letters
JF - Systems and Control Letters
SN - 0167-6911
IS - 2
ER -