Ergodic control of diffusion processes
Auteur :
Arapostathis, Ari / Borkar, Vivek S. / Ghosh, Mrinal K.
Éditeur :
Cambridge University Press
ISBN :
9780521768405
Date de publication :
17 nov. 2011
Dimensions :
24,0 x 16,1 x 2,0 cm
Poids :
670 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This is the first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Assuming only graduate-level probability and analysis, it develops the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.