Ergodic Control in L∞

@article{Alvarez2000ErgodicCI,
  title={Ergodic Control in L∞},
  author={Olivier Alvarez and Emmanuel Nicholas Barron},
  journal={Set-Valued Analysis},
  year={2000},
  volume={8},
  pages={51-69}
}
The infinite horizon discounted L∞ problem is studied as the discount factor goes to zero. It is related to the limit of the finite horizon problem as the horizon becomes infinite. The deterministic problem with and without a running cost is considered.