MARC details
| 000 -LEADER |
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| fixed length control field |
02551nam a2200313 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
vtls000061210 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
KUKTEM |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20251125093318.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
120606t2012 enk f 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780521768405 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0521768403 |
| 039 #9 - LEVEL OF BIBLIOGRAPHIC CONTROL AND CODING DETAIL [OBSOLETE] |
|---|
| Level of rules in bibliographic description |
201301181147 |
| Level of effort used to assign nonsubject heading access points |
asmadi |
| -- |
201206061448 |
| -- |
safura |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
UMP |
| 090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (RLIN) |
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| Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) |
QA274.75 .A73 2012 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Arapostathis, Ari |
| 245 10 - TITLE STATEMENT |
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| Title |
Ergodic control of diffusion processes / |
| Statement of responsibility, etc. |
Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. |
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| Place of publication, distribution, etc. |
Cambridge, UK : |
| Name of publisher, distributor, etc. |
Cambridge University Press, |
| Date of publication, distribution, etc. |
2012 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvi, 323 p. ; |
| Dimensions |
24 cm. |
| 490 1# - SERIES STATEMENT |
|---|
| Series statement |
Encyclopedia of mathematics and its applications ; |
| Volume/sequential designation |
143 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Includes bibliographical references and indexes |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
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 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
"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"-- |
| Assigning source |
Provided by publisher |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Diffusion processes |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Ergodic theory |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Borkar, Vivek S. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ghosh, Mrinal K. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Encyclopedia of mathematics and its applications ; |
| Volume/sequential designation |
143 |