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Ergodic control of diffusion processes /

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The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Arapostathis, Ari, 1954-
Corporate Author: Cambridge University Press
Other Authors: Borkar, Vivek S., Ghosh, Mrinal K., 1956-
Format: Electronic eBook
Language:Inglés
Published: Cambridge : Cambridge University Press, 2011.
Series:Encyclopedia of mathematics and its applications ; v. 143.
Subjects:
Diffusion processes.
Ergodic theory.
Processus de diffusion.
Théorie ergodique.
MATHEMATICS > Probability & Statistics > General.
Diffusion processes
Ergodic theory
Online Access:Texto completo
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