Cambridge University Press
Ergodic Control of Diffusion Processes (English, Ari Arapostathis)
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Product Description
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
Book Specifications
| ISBN-13 | 9780521768405 |
| ISBN-10 | 0521768403 |
| Publisher | Cambridge University Press |
| Category | Cambridge University Press |
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