Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.
"This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive...
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| Main Author: | |
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2012.
|
| Series: | Encyclopedia of mathematics and its applications ;
v. 143. |
| Subjects: |
Closed Stacks - Engineering Math & Physics Library - Stacks
| Call Number: |
QA274.75 .A73 2012
|
|---|---|
| QA274.75 .A73 2012 | Available Place a Hold |
| QA274.75 .A73 2012 | Available Place a Hold |