Isbn: 9780521768405 - ergodic control of diffusion processes (17 risultati)

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Condizione: New. pp. xvi + 323.

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Condizione: New. The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 340 pages, 1 b/w illus. BIC Classification: PBT; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 162 x 241 x 22. Weight in Grams: 664. . 2011. 1st Edition. hardcover. . . . . Books ship from the US and Ireland. …

Condizione: New. The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Series: Encyclopedia of Mathematics and Its Applications. Num Pages: 340 pages, 1 b/w illus. BIC Classification: PBT; PBWL. Category: (U) Tertiary Education (US: College). Dimension: 162 x 241 x 22. Weight in Grams: 664. . 2011. 1st Edition. hardcover. . . . . …

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Hardcover. Condizione: 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 HamiltonJacobiBellman 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. …

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 ma.…

Condizione: New. Print on Demand pp. xvi + 323 Illus.

Condizione: New. PRINT ON DEMAND pp. xvi + 323.

Buch. Condizione: Neu. Ergodic Control of Diffusion Processes | Ari Arapostathis | Buch | Gebunden | Englisch | 2011 | Cambridge University Press | EAN 9780521768405 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…