Ergodic Control of Diffusion Processes |
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| Author:
| Arapostathis, Ari
Borkar, Vivek S.
Ghosh, Mrinal K. |
| Series title: | Encyclopedia of Mathematics and Its Applications Ser. |
| ISBN: | 978-0-521-76840-5 |
| Publication Date: | Nov 2011 |
| Publisher: | Cambridge University Press
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| Book Format: | Hardback |
| List Price: | AUD $182.95 |
Book Description:
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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.
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.