Vetenskap & teknik
Ergodic Control of Diffusion Processes
Ari Arapostathis • Vivek S Borkar • Mrinal K Ghosh • Ari Arapostathis
Inbunden
1839:-
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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.
- Format: Inbunden
- ISBN: 9780521768405
- Språk: Engelska
- Antal sidor: 340
- Utgivningsdatum: 2011-11-17
- Förlag: Cambridge University Press