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

DOI10.1137/S0363012904443476zbMath1109.93033OpenAlexW2012295020WikidataQ115246807 ScholiaQ115246807MaRDI QIDQ3427529

Vivek S. Borkar, Vladimir Gaitsgory

Publication date: 20 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012904443476

zbMATH Keywords

averaging methodoccupational measuresapproximation of slow motionslimit occupational measures setssingularly perturbed controlled stochastic differential equations

Mathematics Subject Classification ID

Time-scale analysis and singular perturbations in control/observation systems (93C70) Ordinary differential inclusions (34A60) Averaging method for ordinary differential equations (34C29) Stochastic systems in control theory (general) (93E03) Singular perturbations for ordinary differential equations (34E15)

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