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Ergodic control of diffusion processes /
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Collectivité auteur: | |
| Autres auteurs: | , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Cambridge :
Cambridge University Press,
2011.
|
| Collection: | Encyclopedia of mathematics and its applications ;
v. 143. |
| Sujets: | |
| Accès en ligne: | Texto completo |
Table des matières:
- Markov processes and ergodic properties
- Controlled diffusions
- Nondegenerate controlled diffusions
- Various topics in nondegenerate diffustions
- Controlled switching diffusions
- Controlled martingale problems
- Degenerate controlled diffusions
- Controlled diffusions with partial observations.