Existence of limit occupational measures set used for averaging of singularly perturbed controlled stochastic differential equations

Vivek S. Borkar, Vladimir Gaitsgory. Existence of limit occupational measures set used for averaging of singularly perturbed controlled stochastic differential equations. In 45th IEEE Conference on Decision and Control, CDC 2006, San Diego, CA, USA, 13-15 December, 2006. pages 326-331, IEEE, 2006. [doi]

Abstract

Abstract is missing.