Ergodic Control of Diffusion Processes

Discover the groundbreaking work of Ari Arapostathis in Ergodic Control of Diffusion Processes, published by Cambridge University Press in 2011. This hardback edition spans 340 pages and serves as the first comprehensive guide to controlled diffusions, emphasizing ergodic or 'long run average' control. Designed for those with a graduate-level understanding of probability and analysis, this book presents the theory in an engaging and accessible way. It caters to a diverse audience, including professionals in applied mathematics, engineering, finance, and operations research. Enhance your knowledge and skills in diffusion processes with this essential resource that bridges theoretical concepts and practical applications.