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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Autor principal: Arapostathis, Ari, 1954-
Autor corporatiu: ebrary, Inc
Altres autors: Borkar, Vivek S., Ghosh, Mrinal K., 1956-
Format: Electrònic eBook
Idioma:anglès
Publicat: Cambridge ; New York : Cambridge University Press, 2012.
Col·lecció:Encyclopedia of mathematics and its applications ; v. 143.
Matèries:
Accés en línia:An electronic book accessible through the World Wide Web; click to view
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  • 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.