Ergodic control of diffusion processes

"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 trea...

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Dettagli Bibliografici
Autore principale: Arapostathis, Ari, 1954-
Ente Autore: ebrary, Inc
Altri autori: Borkar, Vivek S., Ghosh, Mrinal K., 1956-
Natura: Elettronico eBook
Lingua:inglese
Pubblicazione: Cambridge ; New York : Cambridge University Press, 2012.
Serie:Encyclopedia of mathematics and its applications ; v. 143.
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Accesso online:An electronic book accessible through the World Wide Web; click to view
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