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:
Online Access:Click for online access

MARC

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245 1 0 |a Ergodic control of diffusion processes /  |c Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh. 
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490 1 |a Encyclopedia of mathematics and its applications ;  |v no. 143 
520 |a The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. 
504 |a Includes bibliographical references and indexes. 
505 0 |a 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. 
650 0 |a Diffusion processes. 
650 0 |a Ergodic theory. 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Diffusion processes  |2 fast 
650 7 |a Ergodic theory  |2 fast 
700 1 |a Borkar, Vivek S. 
700 1 |a Ghosh, Mrinal K.,  |d 1956-  |1 https://id.oclc.org/worldcat/entity/E39PCjrHHX8w7k3gTT7YfKPTpd 
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830 0 |a Encyclopedia of mathematics and its applications ;  |v v. 143. 
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