期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2005
卷号：67
期号：01
出版社：Indian Statistical Institute
摘要：For the ergodic control problem for a large class of controlled Markov processes in continuous time, existence of an optimal ergodic solution and an optimal, possibly time-inhomogeneous Markov solution, in both cases corresponding to a stationary Markov relaxed control policy, are known separately under suitable conditions (Bhatt and Borkar, 1996). The aim of this article is to refine this result to establish the existence of an optimal \textit{time-homogeneous} Markov solution. The proof is based upon Krylov's Markov selection procedure.
