MARC details
| 000 -LEADER |
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| fixed length control field |
03168nam a2200469 a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
EBC891237 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
MiAaPQ |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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| fixed length control field |
m o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
110725s2012 enka sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| Canceled/invalid LC control number |
2011031547 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
0521768403 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
9780521768405 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| Cancelled/invalid ISBN |
9781107101258 (e-book) |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(MiAaPQ)EBC891237 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(Au-PeEL)EBL891237 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(CaPaEBR)ebr10746218 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(CaONFJC)MIL513311 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)853659723 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
MiAaPQ |
| Transcribing agency |
MiAaPQ |
| Modifying agency |
MiAaPQ |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA274.75 |
| Item number |
.A73 2012 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.2/33 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Arapostathis, Ari, |
| Dates associated with a name |
1954- |
| 245 10 - TITLE STATEMENT |
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| Title |
Ergodic control of diffusion processes |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc |
Ari Arapostathis, Vivek S. Borkar, Mrinal K. Ghosh. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Cambridge ; |
| -- |
New York : |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2012. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xvi, 323 p. : |
| Other physical details |
ill. |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Encyclopedia of mathematics and its applications ; |
| Volume number/sequential designation |
143 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and indexes. |
| 505 8# - 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"-- |
| -- |
Provided by publisher. |
| 533 ## - REPRODUCTION NOTE |
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| Type of reproduction |
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Diffusion processes. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Ergodic theory. |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Borkar, Vivek S. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ghosh, Mrinal K., |
| Dates associated with a name |
1956- |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
ProQuest (Firm) |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
|---|
| Uniform title |
Encyclopedia of mathematics and its applications ; |
| Volume number/sequential designation |
v. 143. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://ebookcentral.proquest.com/lib/bcsl-ebooks/detail.action?docID=891237">https://ebookcentral.proquest.com/lib/bcsl-ebooks/detail.action?docID=891237</a> |
| Public note |
Click to View |