Ergodic Control of Diffusion Processes

Ergodic Control of Diffusion Processes
Author :
Publisher : Cambridge University Press
Total Pages : 341
Release :
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.


Ergodic Control of Diffusion Processes Related Books

Ergodic Control of Diffusion Processes
Language: en
Pages: 341
Authors: Ari Arapostathis
Categories: Mathematics
Type: BOOK - Published: 2012 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Optimal Control of Diffusion Processes
Language: en
Pages: 212
Authors: Vivek S. Borkar
Categories: Control theory
Type: BOOK - Published: 1989 - Publisher: Longman

DOWNLOAD EBOOK

Diffusion Processes and their Sample Paths
Language: en
Pages: 341
Authors: Kiyosi Itô
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Since its first publication in 1965 in the series Grundlehren der mathematischen Wissenschaften this book has had a profound and enduring influence on research
Diffusion Processes and Related Problems in Analysis, Volume II
Language: en
Pages: 344
Authors: V. Wihstutz
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Speci
Ergodicity for Infinite Dimensional Systems
Language: en
Pages: 355
Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 1996-05-16 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

This is the only book on stochastic modelling of infinite dimensional dynamical systems.