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Ergodic Control of Diffusion Processes

Ergodic Control of Diffusion Processes( )
Author: Arapostathis, Ari
Borkar, Vivek S.
Ghosh, Mrinal K.
Series title:Encyclopedia of Mathematics and Its Applications Ser.
ISBN:978-1-139-38258-8
Publication Date:Aug 2013
Publisher:Cambridge University Press
Book Format:Ebook
List Price:Contact Supplier contact
Book Description:

The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.



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