Articles liés à Ergodic Control of Diffusion Processes
Synopsis
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
À propos des auteurs
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurCambridge University Press
- Date d'édition2011
- ISBN 10 0521768403
- ISBN 13 9780521768405
- ReliureRelié
- Langueanglais
- Nombre de pages340
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ERGODIC CONTROL OF DIFFUSION PROCESSES
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Cambridge University Press, 2012
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
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Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. N° de réf. du vendeur ABNR-21857
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Ergodic Control of Diffusion Processes (Encyclopedia of Mathematics and its Applications, Series Number 143)
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Cambridge University Press, 2012
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ISBN 13 : 9780521768405
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Ergodic Control of Diffusion Processes
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Cambridge University Press, 2012
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
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Ergodic Control of Diffusion Processes
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 ma. N° de réf. du vendeur 594759965
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Ergodic Control of Diffusion Processes
Edité par
Cambridge University Press, 2012
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
Couverture rigide
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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Ergodic Control of Diffusion Processes
Edité par
Cambridge Univ Pr, 2011
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
Couverture rigide
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Hardcover. Etat : Brand New. 1st edition. 335 pages. 9.75x6.75x1.00 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521768403
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Ergodic Control of Diffusion Processes
Edité par
Cambridge University Press, 2012
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
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Ergodic Control of Diffusion Processes (Hardcover)
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Cambridge University Press, Cambridge, 2011
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
Couverture rigide
Vendeur : AussieBookSeller, Truganina, VIC, Australie
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Hardcover. Etat : new. Hardcover. This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic aspects of the problem, notably the asymptotics of empirical measures on one hand, and the analytic aspects leading to a characterization of optimality via the associated Hamilton-Jacobi-Bellman equation on the other, is clearly revealed. The more abstract controlled martingale problem is also presented, in addition to many other related issues and models. Assuming only graduate-level probability and analysis, the authors develop the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9780521768405
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Ergodic Control of Diffusion Processes (Hardcover)
Edité par
Cambridge University Press, Cambridge, 2011
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
Couverture rigide
Vendeur : CitiRetail, Stevenage, Royaume-Uni
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Hardcover. Etat : new. Hardcover. This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic aspects of the problem, notably the asymptotics of empirical measures on one hand, and the analytic aspects leading to a characterization of optimality via the associated Hamilton-Jacobi-Bellman equation on the other, is clearly revealed. The more abstract controlled martingale problem is also presented, in addition to many other related issues and models. Assuming only graduate-level probability and analysis, the authors develop the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9780521768405
Quantité disponible : 1 disponible(s)
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Ergodic Control of Diffusion Processes
Edité par
Cambridge University Press, 2012
ISBN 10 : 0521768403
ISBN 13 : 9780521768405
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. N° de réf. du vendeur 9780521768405
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