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Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.

By: Contributor(s): Material type: TextTextSeries: Encyclopedia of mathematics and its applications ; v. 143.Publication details: Cambridge : Cambridge University Press, 2011.Description: 1 online resource (340 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781139003605
  • 1139003607
  • 9780521768405
  • 0521768403
  • 9781107095694
  • 1107095697
  • 9781107089389
  • 1107089387
Uniform titles:
  • Cambridge books online.
Subject(s): Additional physical formats: No titleDDC classification:
  • 519.2/33 23
LOC classification:
  • QA274.75 .A73 2011
Other classification:
  • MAT029000
Online resources:
Contents:
Markov processes and ergodic properties -- Controlled diffusions -- Nondegenerate controlled diffusions -- Various topics in nondegenerate diffustions -- Controlled switching diffusions -- Controlled martingale problems -- Degenerate controlled diffusions -- Controlled diffusions with partial observations.
Summary: The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
eBook eBook e-Library EBSCO Mathematics Available
Total holds: 0

The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.

Includes bibliographical references and indexes.

Markov processes and ergodic properties -- Controlled diffusions -- Nondegenerate controlled diffusions -- Various topics in nondegenerate diffustions -- Controlled switching diffusions -- Controlled martingale problems -- Degenerate controlled diffusions -- Controlled diffusions with partial observations.

Added to collection customer.56279.3

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