TY  - BOOK
AU  - Arapostathis,Ari
AU  - Borkar,Vivek S.
AU  - Ghosh,Mrinal K.
ED  - Cambridge University Press.
TI  - Ergodic control of diffusion processes
T2  - Encyclopedia of mathematics and its applications
SN  - 9781139003605
AV  - QA274.75 .A73 2011
U1  - 519.2/33 23
PY  - 2011///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Diffusion processes
KW  - Ergodic theory
KW  - Processus de diffusion
KW  - Théorie ergodique
KW  - MATHEMATICS
KW  - Probability & Statistics
KW  - General
KW  - bisacsh
KW  - fast
KW  - Electronic books
KW  - lcgft
N1  - Includes bibliographical references and indexes; 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
N2  - The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control
UR  - https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=569365
ER  -