Ergodic Control of Diffusion Processes
Ari (University of Texas, Austin) Arapostathis, Mrinal K. (Indian Institute of Science, Bangalore) Ghosh, Vivek S. (Tata Institute of Fundamental Research, Mumbai, India) Borkar
Cambridge University Press, 2011
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This is the first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Assuming only graduate-level probability and analysis, it develops the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.
- ISBN-13
- 9780521768405
- ISBN-10
- 0521768403
- Publisher
- Cambridge University Press
- Year
- 2011
- Publication date
- 2011-11-17
- Pages
- 340
- Dimensions
- 162x241x22
- Weight
- 666