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Ergodic Control of Diffusion Processes

Publisher: 
Cambridge University Press
Number of Pages: 
323
Price: 
115.00
ISBN: 
9780521768405
Date Received: 
Thursday, January 26, 2012
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Ari Arapostathis, Vivek S. Borkar, and Mrinal K. Ghosh
Series: 
Encyclopedia of Mathemtaics and Its Applications 143
Publication Date: 
2012
Format: 
Hardcover
Category: 
Monograph

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.

Publish Book: 
Modify Date: 
Thursday, January 26, 2012

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