### Abstract

Existence and convexity of a limit outputs set is proved. Some asymptotic version of Lagrange's multipliers method is established. Estimates of optimal values to particular stochastic control problems are given.

Original language | English |
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Title of host publication | IFAC Proceedings Series |

Editors | N.K. Sinha, L.A. Telksnys |

Place of Publication | Oxford; New York |

Publisher | Pergamon Press |

Pages | 411-414 |

Number of pages | 4 |

Edition | 2 |

ISBN (Print) | 0080334520 |

Publication status | Published - 1987 |

Externally published | Yes |

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## Cite this

Gaitsgory, V. G. (1987). Some asymptotic properties of stochastic control problems with performance indices averaged on infinite time interval. In N. K. Sinha, & L. A. Telksnys (Eds.),

*IFAC Proceedings Series*(2 ed., pp. 411-414). Oxford; New York: Pergamon Press.