Abstract
For the ergodic control problem with degenerate diffusions, the existence of an optimal solution is established for various interesting classes of solutions.
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Communicated by M. Pachter
This research was supported by Grant No. 26/01/92-G from the Department of Atomic Energy, Government of India, Delhi, India.
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Borkar, V.S. On ergodic control of degenerate diffusions. J Optim Theory Appl 86, 251–261 (1995). https://doi.org/10.1007/BF02193470
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DOI: https://doi.org/10.1007/BF02193470