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.
Specificaties
ISBN/EAN | 9780521768405 |
Auteur | Arapostathis, Ari (University of Texas, Austin) |
Uitgever | Van Ditmar Boekenimport B.V. |
Taal | Engels |
Uitvoering | Gebonden in harde band |
Pagina's | 340 |
Lengte | 242.0 mm |
Breedte | 165.0 mm |