Ergodic Control of Diffusion Processes
Author | : Ari Arapostathis |
Publisher | : Cambridge University Press |
Total Pages | : 341 |
Release | : 2012 |
ISBN-10 | : 9780521768405 |
ISBN-13 | : 0521768403 |
Rating | : 4/5 (05 Downloads) |
Book Synopsis Ergodic Control of Diffusion Processes by : Ari Arapostathis
Download or read book Ergodic Control of Diffusion Processes written by Ari Arapostathis and published by Cambridge University Press. This book was released on 2012 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.