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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| Format: | Electronic |
| Language: | English |
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Cambridge :
Cambridge University Press,
2011.
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| Series: | Encyclopedia of mathematics and its applications ;
v. 143. |
| Subjects: | |
| Online Access: | Click for online access |