0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

Buy Now

Ergodic Control of Diffusion Processes (Hardcover, New) Loot Price: R2,889
Discovery Miles 28 890
Ergodic Control of Diffusion Processes (Hardcover, New): Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh

Ergodic Control of Diffusion Processes (Hardcover, New)

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

Series: Encyclopedia of Mathematics and its Applications

 (sign in to rate)
Loot Price R2,889 Discovery Miles 28 890 | Repayment Terms: R271 pm x 12*

Bookmark and Share

Expected to ship within 12 - 17 working days

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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Encyclopedia of Mathematics and its Applications
Release date: November 2011
First published: November 2011
Authors: Ari Arapostathis • Vivek S. Borkar • Mrinal K. Ghosh
Dimensions: 240 x 161 x 20mm (L x W x T)
Format: Hardcover
Pages: 340
Edition: New
ISBN-13: 978-0-521-76840-5
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
Promotions
LSN: 0-521-76840-3
Barcode: 9780521768405

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Probability - An Introduction
Geoffrey Grimmett, Dominic Welsh Hardcover R4,206 Discovery Miles 42 060
Hyperbolic Dynamics and Brownian Motion…
Jacques Franchi, Yves Le Jan Hardcover R4,384 Discovery Miles 43 840
Stochastic Methods in Neuroscience
Carlo Laing, Gabriel J. Lord Hardcover R3,933 Discovery Miles 39 330
Best Books gegradeerde leesreeks: Vlak 1…
Best Books Paperback R90 R85 Discovery Miles 850
Stochastic Processes and Their…
Christo Ananth, N. Anbazhagan, … Hardcover R7,253 Discovery Miles 72 530
Special Functions Of Fractional…
Trifce Sandev, Alexander Iomin Hardcover R2,577 Discovery Miles 25 770
Stochastic Komatu-loewner Evolutions
Zhen-Qing Chen, Masatoshi Fukushima, … Hardcover R2,567 Discovery Miles 25 670
Advancements in Bayesian Methods and…
Alastair G Young, Arni S.R. Srinivasa Rao, … Hardcover R7,105 Discovery Miles 71 050
Hidden Link Prediction in Stochastic…
Babita Pandey, Aditya Khamparia Hardcover R5,251 Discovery Miles 52 510
Stochastic Partial Differential…
Ciprian A. Tudor Hardcover R2,063 Discovery Miles 20 630
Geometry and Statistics, Volume 46
Frank Nielsen, Arni S.R. Srinivasa Rao, … Hardcover R7,086 Discovery Miles 70 860
A First Course in Stochastic Calculus
Louis-Pierre Arguin Paperback R2,233 Discovery Miles 22 330

See more

Partners