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...
Shranjeno v:
Glavni avtor: | Arapostathis, Ari, 1954- |
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Korporativna značnica: | ebrary, Inc |
Drugi avtorji: | Borkar, Vivek S., Ghosh, Mrinal K., 1956- |
Format: | Elektronski eKnjiga |
Jezik: | angleščina |
Izdano: |
Cambridge ; New York :
Cambridge University Press,
2012.
|
Serija: | Encyclopedia of mathematics and its applications ;
v. 143. |
Teme: | |
Online dostop: | An electronic book accessible through the World Wide Web; click to view |
Oznake: |
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Podobne knjige/članki
-
Ergodic theorems
od: Krengel, Ulrich, 1937-
Izdano: (1985) -
Elements of random walk and diffusion processes
od: Ibe, Oliver C. (Oliver Chukwudi), 1947-
Izdano: (2013) -
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Izdano: (2013) -
The ergodic theory of lattice subgroups
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