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Integral transforms --- Transform calculus --- Integral equations --- Transformations (Mathematics) --- Integral transforms. --- Integral transform --- Fourier transform --- Laplace transform

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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 makes it accessible to users in applied mathematics, engineering, finance and operations research.

Diffusion processes --- Diffusion processes. --- Ergodic theory. --- Ergodic transformations --- Continuous groups --- Mathematical physics --- Measure theory --- Transformations (Mathematics) --- Markov processes

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Linear Programming --- 519.85 --- Linear programming --- wiskunde --- programmeren --- Matrices --- Production scheduling --- Programming (Mathematics) --- Substitutions, Linear --- Transformations (Mathematics) --- Vector analysis --- Mathematical programming --- 519.85 Mathematical programming --- Linear programming.

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Continuous groups --- 519.218 --- Ergodic theory --- Ergodic transformations --- 519.218 Special stochastic processes --- Special stochastic processes --- Mathematical physics --- Measure theory --- Transformations (Mathematics) --- Ergodic theory. Information theory

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Numerical approximation theory --- Matrix inversion --- Transformations (Mathematics) --- Matrices --- Transformations (Mathématiques) --- Inversion --- 512.64 --- Algorithms --- Differential invariants --- Geometry, Differential --- Inverse matrices --- Inverse of a matrix --- Inversion, Matrix --- Linear operators --- Linear and multilinear algebra. Matrix theory --- Generalized inverses --- Matrix inversion. --- Transformations (Mathematics). --- 512.64 Linear and multilinear algebra. Matrix theory --- MATRIX INVERSION --- Opérateurs linéaires --- Inverses généralisés