Ergodic control of diffusion processes /

Ergodic control of diffusion processes /

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Bibliographic Details
Author / Creator:Arapostathis, Ari, 1954-
Imprint:Cambridge : Cambridge University Press, 2011.
Description:1 online resource (340 pages)
Language:English
Series:Encyclopedia of mathematics and its applications ; no. 143
Encyclopedia of mathematics and its applications ; v. 143.
Subject:
Diffusion processes.
Ergodic theory.
Diffusion processes.
Ergodic theory.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/11831666
Hidden Bibliographic Details
Other uniform titles:Cambridge books online.
Other authors / contributors:Borkar, Vivek S.
Ghosh, Mrinal K., 1956-
Cambridge University Press.
ISBN:9781139003605
1139003607
9780521768405
0521768403
9781107095694
1107095697
9781107089389
1107089387
Notes:Includes bibliographical references and indexes.
Summary:The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Other form:9780521768405

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