[PDF.59li] Ergodic Control of Diffusion Processes (Encyclopedia of Mathematics and its Applications)

Ergodic Control of Diffusion Processes (Encyclopedia of Mathematics and its Applications)

[PDF.jj83] Ergodic Control of Diffusion Processes (Encyclopedia of Mathematics and its Applications)

Ergodic Control of Diffusion  Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh epub
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 | #3157831 in Books |  2012-01-09 | Original language:English | PDF # 1 |  9.21 x.79 x6.14l,1.45 | File type: PDF | 340 pages

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|| |'Assuming good knowledge in analysis, probability theory and stochastic processes, [this book provides] a careful and comprehensive treatment of ergodic control of diffusion processes.' Kurt Marti, Zentralblatt MATH|About the Autho

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 treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic ...

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