Ergodic Control of Diffusion Processes - Couverture rigide

Arapostathis, Ari ; Borkar, Vivek S.; Ghosh, Mrinal K.

9780521768405: Ergodic Control of Diffusion Processes

Couverture rigide

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

Editeur : Cambridge University Press, 2011

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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 r�f�rence � une autre �dition de ce titre.

� 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 r�f�rence � une autre �dition de ce titre.

�diteur: Cambridge University Press
Date d'�dition: 2011
Langue: anglais
ISBN 10: 0521768403
ISBN 13: 9780521768405
Reliure: Reli�
Nombre de pages: 340
Coordonn�es du fabricant: non disponible
Personne responsable: Avery
https://www.avery.fr/

chemin des peupliers 27
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ERGODIC CONTROL OF DIFFUSION PROCESSES

Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.

Edit� par Cambridge University Press, 2012

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

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

Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.

Edit� par Cambridge University Press, 2012

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

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Ergodic Control of Diffusion Processes

Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.

Edit� par Cambridge University Press, 2012

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

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

Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.

Edit� par Cambridge University Press, 2012

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

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Ergodic Control of Diffusion Processes

Arapostathis, Ari; Borkar, Vivek S.; Ghosh, Mrinal K.

Edit� par Cambridge University Press, 2012

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

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Ergodic Control of Diffusion Processes (Hardcover)

Ari Arapostathis

Edit� par Cambridge University Press, Cambridge, 2011

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

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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 multiple locations in the US or from the UK, depending on stock availability. N� de r�f. du vendeur 9780521768405

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Ergodic Control of Diffusion Processes

Arapostathis, Ari/ Borkar, Vivek S./ Ghosh, Mrinal K.

Edit� par Cambridge Univ Pr, 2011

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

Neuf Couverture rigide

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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 r�f. du vendeur __0521768403

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Ergodic Control of Diffusion Processes

Ari Arapostathis

Edit� par Cambridge University Press, 2012

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

Neuf Couverture rigide

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Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 700. N� de r�f. du vendeur C9780521768405

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Ergodic Control of Diffusion Processes (Hardcover)

Ari Arapostathis

Edit� par Cambridge University Press, Cambridge, 2011

ISBN 10 : 0521768403 ISBN 13 : 9780521768405

Neuf Couverture rigide

impression � la demande

Vendeur : CitiRetail, Stevenage, Royaume-Uni

�valuation du vendeur 5 sur 5 �toiles

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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N� de r�f. du vendeur 9780521768405

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