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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.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge :
Cambridge University Press,
2011.
|
| Colección: | Encyclopedia of mathematics and its applications ;
v. 143. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Arapostathis, Ari, |d 1954- | |
| 245 | 1 | 0 | |a Ergodic control of diffusion processes / |c Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 2011. | ||
| 300 | |a 1 online resource (340 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Encyclopedia of mathematics and its applications ; |v no. 143 | |
| 520 | |a The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. | ||
| 504 | |a Includes bibliographical references and indexes. | ||
| 505 | 0 | |a 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. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Diffusion processes. | |
| 650 | 0 | |a Ergodic theory. | |
| 650 | 6 | |a Processus de diffusion. | |
| 650 | 6 | |a Théorie ergodique. | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Diffusion processes |2 fast | |
| 650 | 7 | |a Ergodic theory |2 fast | |
| 700 | 1 | |a Borkar, Vivek S. | |
| 700 | 1 | |a Ghosh, Mrinal K., |d 1956- | |
| 710 | 2 | |a Cambridge University Press. | |
| 730 | 0 | |a Cambridge books online. | |
| 776 | 1 | |z 9780521768405 | |
| 830 | 0 | |a Encyclopedia of mathematics and its applications ; |v v. 143. | |
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