Ergodic Control of Diffusion Processes

(Book #143 in the Encyclopedia of Mathematics and its Applications Series)

by Vivek S Borkar, Ari Arapostathis, Mrinal K Ghosh, et al.

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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 probabilistic...

Format:Hardcover

Language:English

ISBN:0521768403

ISBN13:9780521768405

Release Date:January 2012

Publisher:Cambridge University Press

Length:340 Pages

Weight:1.50 lbs.

Dimensions:0.9" x 6.2" x 9.3"

Related Subjects

Education & Reference Math Mathematics Science & Math Statistics

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Ergodic Control of Diffusion Processes

(Book #143 in the Encyclopedia of Mathematics and its Applications Series)

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