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Ergodic Control of Diffusion Processes - Arapostathis, Ari (University of Texas, Austin) a Borkar, Vivek S. (Tata Institute of Fundamental Research, Mumbai, India) a Ghosh, Mrinal K. (Indian Institute of Science, Bangalore)

This is the first comprehensive account of controlled diffusions with a focus on ergodic or 'long run average' control. Assuming only graduate-level probability and analysis, it develops the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.

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