Title Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.

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Online eBook via EBSCO. Access restricted to current Rider University students, faculty, and staff.
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Item Status

Description	1 online resource (340 pages).
Physical Medium	polychrome
Description	text file
Series	Encyclopedia of mathematics and its applications ; no. 143
	Encyclopedia of mathematics and its applications ; v. 143.
Summary	The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Bibliography	Includes bibliographical references and indexes.
Contents	Markov processes and ergodic properties -- Controlled diffusions -- Nondegenerate controlled diffusions -- Various topics in nondegenerate diffustions -- Controlled switching diffusions -- Controlled martingale problems -- Degenerate controlled diffusions -- Controlled diffusions with partial observations.
Local Note	eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America
Subject	Diffusion processes.
	Diffusion processes.
	Ergodic theory.
	Ergodic theory.
Genre/Form	Electronic books.
	Electronic books.
Added Author	Borkar, Vivek S.
	Ghosh, Mrinal K., 1956-
	Cambridge University Press.
Added Title	Cambridge books online.
Other Form:	9780521768405
ISBN	9781139003605 (electronic book)
	1139003607 (electronic book)
	9780521768405 (hardback)
	0521768403 (hardback)
	9781107095694
	1107095697
	9781107089389 (electronic book)
	1107089387 (electronic book)