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Ergodic Control of Diffusion Processes - Ari (University of Texas Arapostathis - Bog

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Ergodic Control of Diffusion Processes af Ari (University of Texas Arapostathis
Bag om Ergodic Control of Diffusion Processes

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521768405
  • Indbinding:
  • Hardback
  • Sideantal:
  • 340
  • Udgivet:
  • 17. november 2011
  • Størrelse:
  • 241x162x22 mm.
  • Vægt:
  • 664 g.
  • 8-11 hverdage.
  • 7. december 2024

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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

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Beskrivelse af Ergodic Control of Diffusion Processes

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.

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