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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...

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Detalles Bibliográficos
Autor principal:	Arapostathis, Ari, 1954-
Autor Corporativo:	ebrary, Inc
Otros Autores:	Borkar, Vivek S., Ghosh, Mrinal K., 1956-
Formato:	Electrónico eBook
Lenguaje:	inglés
Publicado:	Cambridge ; New York : Cambridge University Press, 2012.
Colección:	Encyclopedia of mathematics and its applications ; v. 143.
Materias:	Diffusion processes. Ergodic theory. Electronic books.
Acceso en línea:	An electronic book accessible through the World Wide Web; click to view
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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