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  • Ergodic Control of Diffusion Processes

    by Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh ...
    Series Book 143 - Encyclopedia of Mathematics and its Applications
    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 ... Read more

    $119.79 USD