Ergodic Control of Diffusion Processes (English, Ari Arapostathis)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521768405
ISBN-10
0521768403
Author
Ari Arapostathis
About the Book
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 treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilist…
ISBN: 9780521768405
ISBN-13: 9780521768405
ISBN-10: 0521768403
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Product ID: isbn-9780521768405
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