Optimal Control of Diffusion Processes: 203 (Pitman Research Notes in Mathematics Series) - Softcover

Borkar, V. S.

Softcover

ISBN 10: 0582035406 ISBN 13: 9780582035409

Publisher: Longman Higher Education, 1989

Synopsis

This volume aims to provide researchers in the field of stochastic control with a unified exposition of several key issues in controlled diffusions from a probabilistic standpoint. The text also includes an extensive account of existence results based on weak convergence and selection theory, a probabilistic approach to dynamic programming (inclusive of martingale and semigroup approaches), a treatment of the ergodic control problem and the problem of control under partial observations and an introduction to adaptive control.

Edition details

• Publisher: Longman Higher Education
• Publication date: 1989
• Language: English
• ISBN 10: 0582035406
• ISBN 13: 9780582035409
• Binding: Paperback
• Number of pages: 208