Ergodic Control of Diffusion Processes

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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 Marko...
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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 Marko...
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  • Formats: epub
  • ISBN: 9781107085411
  • Publication Date: 17 Nov 2011
  • Publisher: Cambridge University Press
  • Product language: English
  • Drm Setting: DRM