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Ergodic control of diffusion processes

✍ Scribed by Ari Arapostathis; Vivek S Borkar; Mrinal K Ghosh

Publisher
Cambridge University Press
Year
2011
Tongue
English
Leaves
339
Series
Encyclopedia of mathematics and its applications, v. 143
Category
Library
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✦ Table of Contents

Frontmatter......Page 1
Contents......Page 7
Preface......Page 11
Frequently Used Notation......Page 15
1 - Markov Processes and Ergodic Properties......Page 17
2 - Controlled Diffusions......Page 46
3 - Nondegenerate Controlled Diffusions......Page 102
4 - Various Topics in Nondegenerate Diffusions......Page 170
5 - Controlled Switching Diffusions......Page 210
6 - Controlled Martingale Problems......Page 233
7 - Degenerate Controlled Diffusions......Page 269
8 - Controlled Diffusions with Partial Observations......Page 295
Epilogue......Page 316
Appendix: Results from Second Order Elliptic Equations......Page 319
References......Page 327
Index of symbols......Page 335
Subject index......Page 337

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