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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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2012.
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| Series: | Encyclopedia of mathematics and its applications ;
v. 143. |
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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Table of Contents:
- Machine generated contents note: Preface; 1. Introduction; 2. Controlled diffusions; 3. Nondegenerate controlled diffusions; 4. Various topics in nondegenerate diffusions; 5. Controlled switching diffusions; 6. Controlled martingale problems; 7. Degenerate controlled diffusions; 8. Controlled diffusions with partial observations; Appendix; References; Index of symbols; Subject index.