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

Vivek Borkar, Vladimir Gaitsgory

    Research output: Contribution to journalArticlepeer-review

    17 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1436-1473
    Number of pages38
    JournalSIAM Journal On Control and Optimization
    Volume44
    Issue number4
    Publication statusPublished - 2005

    Cite this