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Ergodic Control of Diffusion Processes

Ari Arapostathis, Vivek S. Borkar, and Mrinal K. Ghosh
Publisher: 
Cambridge University Press
Publication Date: 
2012
Number of Pages: 
323
Format: 
Hardcover
Series: 
Encyclopedia of Mathemtaics and Its Applications 143
Price: 
115.00
ISBN: 
9780521768405
Category: 
Monograph
We do not plan to review this book.

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.

Dummy View - NOT TO BE DELETED