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Author Arapostathis, Ari, 1954-

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

Publication Info. Cambridge : Cambridge University Press, 2011.

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)
9781107089389 (electronic book)
1107089387 (electronic book)