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Ergodic Control of Diffusion Processes

af Ari (University of Texas Arapostathis

indgår i Encyclopedia of Mathematics and its Applications serien

Ergodic Control of Diffusion Processes af Ari (University of Texas Arapostathis
Bag om Ergodic Control of Diffusion Processes

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521768405
  • Indbinding:
  • Hardback
  • Sideantal:
  • 340
  • Udgivet:
  • 17. november 2011
  • Størrelse:
  • 241x162x22 mm.
  • Vægt:
  • 664 g.
  • 8-11 hverdage.
  • 11. december 2024
Forlænget returret til d. 31. januar 2025

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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.

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