On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation

Vivek S. Borkar, Vladimir Gaitsgory. On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation. SIAM J. Control and Optimization, 44(4):1436-1473, 2005. [doi]

Abstract

Abstract is missing.