Hardback. New. 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.
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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; 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 t
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