Ergodic Control of Diffusion Processes (Bog, Hardback, Engelsk) af Ari (University of Texas Arapostathis

Ergodic Control of Diffusion Processes

(Bog, Hardback, Engelsk)
Forfattere: Ari (University of Texas Arapostathis, Vivek S. (Tata Institute of Fundamental Research Borkar, Mrinal K. (Indian Institute of Science Ghosh

Bemærk: Kan ikke leveres før jul.

Når du handler på WilliamDam.dk, betaler du den pris du ser.

  • Ingen gebyrer
  • Ingen abonnementer
  • Ingen bindingsperioder

Beskrivelse

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.

Læsernes anmeldelser (0)

Alle detaljer

Forlag Cambridge University Press
Forfattere Ari (University of Texas Arapostathis, Vivek S. (Tata Institute of Fundamental Research Borkar, Mrinal K. (Indian Institute of Science Ghosh
Type Bog
Format Hardback
Sprog Engelsk
Udgivelsesdato 17-11-2011
Første udgivelsesår 2011
Serie Encyclopedia of Mathematics and its Applications
Illustrationer 1 Line drawings, unspecified
Originalsprog United Kingdom
Sideantal 340
Indbinding Hardback
Forlag Cambridge University Press
Sideoplysninger 340 pages, 1 Line drawings, unspecified
Mål 162 x 241 x 22
ISBN-13 / EAN-13 9780521768405