Ergodic Control of Diffusion Processes

by Vivek S Borkar, Ari Arapostathis, Mrinal K Ghosh, et al.

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 Markov processes. The interplay between the probabilistic...

• Format: Hardcover
• Language: English
• ISBN: 0521768403
• ISBN13: 9780521768405
• Release Date: January 2012
• Publisher: Cambridge University Press
• Length: 340 Pages
• Weight: 1.50 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"