Abstract:The results of this paper are twofold. In the first part of the paper, we consider a discretetime stochastic control system and we show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the set of their mathematical expectations converge (as the time horizon tends to infinity) to a convex and compact (non-random) set, which is shown to coincide with the set of stationary probabilities of the system. In the second part, w… Show more
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