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Ergodic Control of Diffusion Processes (English, Ari Arapostathis)

Name: Ergodic Control of Diffusion Processes (English, Ari Arapostathis)
SKU: isbn-9780521768405
Price: 5113.00 INR
Availability: InStock
ISBN: 9780521768405

By Ari ArapostathisCambridge University Press

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ISBN-13	9780521768405
ISBN-10	0521768403

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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

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