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.

Sábháilte in:
Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Arapostathis, Ari, 1954-
Údar corparáideach: Cambridge University Press
Rannpháirtithe: Borkar, Vivek S., Ghosh, Mrinal K., 1956-
Formáid: Ríomhleabhar
Teanga:English
Foilsithe / Cruthaithe: Cambridge : Cambridge University Press, 2011.
Sraith:Encyclopedia of mathematics and its applications ; v. 143.
Ábhair:
Rochtain ar líne:Click for online access