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

Vivek Borkar, Vladimir Gaitsgory

Research output: Contribution to journal › Article › peer-review

18 Citations (Scopus)

Original language	English
Pages (from-to)	1436-1473
Number of pages	38
Journal	SIAM Journal On Control and Optimization
Volume	44
Issue number	4
Publication status	Published - 2005

Cite this

@article{22c39ffca2784ddfbfc4ae910b66e94b,

title = "On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation",

author = "Vivek Borkar and Vladimir Gaitsgory",

year = "2005",

language = "English",

volume = "44",

pages = "1436--1473",

journal = "SIAM Journal On Control and Optimization",

issn = "0363-0129",

publisher = "Society for Industrial and Applied Mathematics Publications",

number = "4",

}