Ergodic Control of Diffusion Processes Hardback: 143 (Encyclopedia of Mathematics and its Applications, Series Number 143) - Hardcover

Arapostathis; Borkar; Ghosh

 
9780521768405: Ergodic Control of Diffusion Processes Hardback: 143 (Encyclopedia of Mathematics and its Applications, Series Number 143)

Inhaltsangabe

The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.

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Über die Autorinnen und Autoren

Ari Arapostathis is a Professor in the Department of Electrical and Computer Engineering at the University of Texas, Austin.

Vivek S. Borkar is a Senior Professor in the School of Technology and Computer Science at the Tata Institute of Fundamental Research in Mumbai.

Mrinal K. Ghosh is a Professor in the Department of Mathematics at the Indian Institute of Science in Bangalore.

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