Ergodic control of diffusion processes /

"This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive...

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Bibliographic Details
Main Author: Arapostathis, Ari,
Other Authors: Borkar, Vivek S., Ghosh, Mrinal K.,
Format: Printed Book
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2012.
Series:Encyclopedia of mathematics and its applications ; v. 143.
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Department of Mathematics: Stack

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