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Ergodic control of diffusion processes

Arapostathis, Ari

Ergodic control of diffusion processes Ari Arapostathis, Vivek S. Borkar and Mrinal K. Ghosh - Cambridge Cambridge University Press 2012 - xvi, 323p. - Encyclopedia of mathematics and its applications; 143 .

ISBN: 9780521768405

Subjects--Index Terms: Diffusion process Ergodic theory Markov process

Universal Decimal Class. No.: 519.217.4 / ARA

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