In the paper some controlled stochastic evolution equations with an average cost per unit time functional are studied. Using a Markov control, the solution to a stochastic evolution equation is considered in the mild sense, and the strong Feller property of the solution is shown. Assuming the Roxin condition and a tightness condition that is uniform in control, the existence of an optimal control is proved
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Duncan et al. (1997) studied this question.
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