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

The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.

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Bibliographic Details
Main Author: Arapostathis, Ari, 1954-
Corporate Author: Cambridge University Press.
Other Authors: Borkar, Vivek S., Ghosh, Mrinal K., 1956-
Format: Electronic
Published: Cambridge : Cambridge University Press, 2011.
Series:Encyclopedia of mathematics and its applications ; v. 143.
Online Access:Click for online access