中图分类法:	O211.6 版次：
著者:	Arapostathis, Ari,
题名:	Ergodic control of diffusion processes / / ,
出版发行:	出版地： Cambridge ; 出版社： Cambridge University Press, 出版日期： 2012.
载体形态:	xvi, 323 p. ; 24 cm.
内容提要:	"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 m