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020 a| 9780521768405;

020 a| 0521768403;

035 a| (WaSeSS)ssj0000572334;

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050 00 a| QA274.75b| .A73 2012;

082 00 a| 519.2/332| 23;

084 a| MAT0290002| bisacsh;

100 1 a| Arapostathis, Ari,d| 1954-=| ^A1160930;

245 10 a| Ergodic control of diffusion processesh| [electronic resource] /c| Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.;

260 a| Cambridge ;a| New York :b| Cambridge University Press,;

300 a| xvi, 323 p. ;c| 24 cm.;

490 1 a| Encyclopedia of mathematics and its applications ;v| 143;

504 a| Includes bibliographical references and indexes.;

505 8 a| Machine generated contents note: Preface; 1. Introduction; 2. Controlled diffusions; 3. Nondegenerate controlled diffusions; 4. Various topics in nondegenerate diffusions; 5. Controlled switching diffusions; 6. Controlled martingale problems; 7. Degenerate controlled diffusions; 8. Controlled diffusions with partial observations; Appendix; References; Index of symbols; Subject index.;

506 a| Available only to authorized users.;

520 a| "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"--c| Provided by publisher.;

538 a| Mode of access: World Wide Web;

650 0 a| Diffusion processes.=| ^A80367;

650 0 a| Ergodic theory.=| ^A15765;

655 0 a| Electronic books.=| ^A491897;

700 1 a| Borkar, Vivek S.=| ^A282384;

700 1 a| Ghosh, Mrinal K.,d| 1956-=| ^A1160933;

830 0 a| Encyclopedia of mathematics and its applications ;v| v. 143.=| ^A86469;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=891237;

947 a| (OCoLC)ocn727702114;

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999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4962411-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 12/1/2018x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4962411-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 12/1/2018x| EBOOKz| JERESOURCE;

Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.

Author/creator	Arapostathis, Ari, 1954-
Other author	Borkar, Vivek S.
Other author	Ghosh, Mrinal K., 1956-
Format	Electronic
Publication Info	Cambridge ; New York : Cambridge University Press,
Description	xvi, 323 p. ; 24 cm.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	Diffusion processes. Ergodic theory.

Series	Encyclopedia of mathematics and its applications ; 143 Encyclopedia of mathematics and its applications ; v. 143. ^A86469
Contents	Machine generated contents note: Preface; 1. Introduction; 2. Controlled diffusions; 3. Nondegenerate controlled diffusions; 4. Various topics in nondegenerate diffusions; 5. Controlled switching diffusions; 6. Controlled martingale problems; 7. Degenerate controlled diffusions; 8. Controlled diffusions with partial observations; Appendix; References; Index of symbols; Subject index.
Abstract	"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"-- Provided by publisher.
Bibliography note	Includes bibliographical references and indexes.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Genre/form	Electronic books.
LCCN	2011031547
ISBN	9780521768405
ISBN	0521768403

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Ergodic control of diffusion processes / Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh.

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