Ergodic control of compound-Poisson jump diffusions is shown to admit optimal stationary Markov controls and an HJB characterization under structural hypotheses weaker than near-monotonicity.
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Ergodic control of diffusions with compound Poisson jumps under a general structural hypothesis
Ergodic control of compound-Poisson jump diffusions is shown to admit optimal stationary Markov controls and an HJB characterization under structural hypotheses weaker than near-monotonicity.