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:	eBook
Language:	English
Published:	Cambridge : Cambridge University Press, 2011.
Series:	Encyclopedia of mathematics and its applications ; v. 143.
Subjects:	Diffusion processes. Ergodic theory. MATHEMATICS > Probability & Statistics > General. Diffusion processes Ergodic theory
Online Access:	Click for online access

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