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Ergodic Control of Diffusion Processes
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Artikel-Nr:
9780521768405
Veröffentl:
2011
Einband:
HC gerader Rücken kaschiert
Erscheinungsdatum:
17.11.2011
Seiten:
340
Autor:
Ari Arapostathis
Gewicht:
677 g
Format:
240x161x23 mm
Sprache:
Englisch
Beschreibung:
Ari Arapostathis is a Professor in the Department of Electrical and Computer Engineering at the University of Texas, Austin.
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Preface; Frequently used notation; 1. Markov processes and ergodic properties; 2. Controlled diffusions; 3. Nondegenerate controlled diffusions; 4. Various topics in nondegenerate diffusions; 5. Controlled switching diffusions; 6. Controlled martingale problems; 7. Degenerate controlled diffusions; 8. Controlled diffusions with partial observations; Epilogue; Appendix; References; Index of symbols; Subject index.