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Ergodic Control of Diffusion Processes - Encyclopedia of Mathematics and its Applications Arapostathis, Ari (University of Texas, Austin)
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Ergodic Control of Diffusion Processes - Encyclopedia of Mathematics and its Applications
Arapostathis, Ari (University of Texas, Austin)
This is the first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Assuming only graduate-level probability and analysis, it develops the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.
340 pages, 1 b/w illus.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 17, 2011 |
| ISBN13 | 9780521768405 |
| Publishers | Cambridge University Press |
| Pages | 340 |
| Dimensions | 241 × 162 × 22 mm · 666 g |
| Language | English |
