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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.
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Corporate Author: | |
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cambridge :
Cambridge University Press,
2011.
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| Series: | Encyclopedia of mathematics and its applications ;
v. 143. |
| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- 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.