Ergodic Control of Diffusion Processes - Encyclopedia of Mathematics and its Applications - Arapostathis, Ari (University of Texas, Austin) - Books - Cambridge University Press - 9780521768405 - November 17, 2011
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Arapostathis, Ari (University of Texas, Austin)
Ergodic Control of Diffusion Processes - Encyclopedia of Mathematics and its Applications

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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   ·   625 g
Language English  

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