Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.

By:

Arapostathis, Ari, 1954-

Contributor(s):

Material type: Text

TextSeries: Encyclopedia of mathematics and its applications ; v. 143.Publication details: Cambridge : Cambridge University Press, 2011.Description: 1 online resource (340 pages)Content type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9781139003605
1139003607
9780521768405
0521768403
9781107095694
1107095697
9781107089389
1107089387

Uniform titles:

Cambridge books online.

Subject(s):

Genre/Form:

Additional physical formats: No titleDDC classification:

519.2/33 23

LOC classification:

QA274.75 .A73 2011

Other classification:

MAT029000

Online resources:

Click here to access online

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.

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

Item type:

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Home library	Collection	Call number	Materials specified	Status	Date due	Barcode
Electronic-Books	OPJGU Sonepat- Campus	E-Books EBSCO			Available

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

Includes bibliographical references and indexes.

eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - Worldwide

There are no comments on this title.

to post a comment.