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Ergodic control of diffusion processes
The first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control.
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Cambridge University Press
2011
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1601115 |