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: | 978-1-139-38258-8 |
| Publication Date: | Aug 2013 |
| Publisher: | Cambridge University Press
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| Book Format: | Ebook |
| List Price: | Contact Supplier contact
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Book Description:
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The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.