WorldCat Identities

Fleming, Wendell H. (Wendell Helms) 1928-

Overview
Works: 109 works in 310 publications in 4 languages and 4,341 library holdings
Genres: Conference proceedings 
Roles: Editor
Classifications: QA331, 519.233
Publication Timeline
Key
Publications about  Wendell H Fleming Publications about Wendell H Fleming
Publications by  Wendell H Fleming Publications by Wendell H Fleming
Most widely held works by Wendell H Fleming
Functions of several variables by Wendell H Fleming ( Book )
48 editions published between 1963 and 1987 in 3 languages and held by 1,161 WorldCat member libraries worldwide
For a college course at the advanced undergraduate level
Controlled Markov processes and viscosity solutions by Wendell H Fleming ( )
32 editions published between 1992 and 2010 in English and held by 1,036 WorldCat member libraries worldwide
Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This book covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions
Deterministic and stochastic optimal control by Wendell H Fleming ( Book )
26 editions published between 1975 and 1996 in 3 languages and held by 600 WorldCat member libraries worldwide
The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion processes. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle
Recent mathematical methods in dynamic programming : proceedings of the conference held in Rome, Italy, March 26-28, 1984 by I Capuzzo Dolcetta ( Book )
11 editions published in 1985 in English and German and held by 449 WorldCat member libraries worldwide
Advances in filtering and optimal stochastic control : proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1-6, 1982 by Wendell H Fleming ( Book )
14 editions published between 1982 and 1983 in English and German and held by 277 WorldCat member libraries worldwide
Stochastic differential systems, stochastic control theory, and applications by Wendell H Fleming ( Book )
9 editions published in 1988 in English and held by 242 WorldCat member libraries worldwide
This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation
Stochastic analysis, control, optimization, and applications : a volume in honor of W.H. Fleming by William M McEneaney ( Book )
6 editions published between 1998 and 1999 in English and held by 177 WorldCat member libraries worldwide
Report of the Panel on Future Directions in Control Theory : a mathematical perspective by Society for Industrial and Applied Mathematics ( Book )
4 editions published between 1988 and 1989 in English and held by 42 WorldCat member libraries worldwide
Controlled Markov processes and viscosity solutions of nonlinear evolution equations by Wendell H Fleming ( Book )
7 editions published in 1986 in English and Italian and held by 26 WorldCat member libraries worldwide
Mathematical finance ( Book )
2 editions published in 1995 in English and held by 20 WorldCat member libraries worldwide
Recent Mathematical Methods in Dynamic Programming : Proceedings of the Conference held in Rome, Italy, March 26-28, 1984 by I Capuzzo Dolcetta ( )
2 editions published in 1985 in English and held by 20 WorldCat member libraries worldwide
Stochastic optimal control, international finance and debt by Wendell H Fleming ( Book )
3 editions published in 2002 in English and held by 17 WorldCat member libraries worldwide
We use stochastic optimal control-dynamic programming (DP) to derive the optimal foreign debt/net worth, consumption/net worth, current account/net worth, and endogenous growth rate in an open economy. Unlike the literature that uses an Intertemporal Budget Constraint (IBC) or the Maximum Principle, the DP approach does not require perfect foresight or certainty equivalence. Errors of measurement and the effects of unanticipated shocks are corrected in an optimal manner. We contrast the DP and IBC approaches, show how the results of the dynamic programming approach can be interpreted in a traditional simple mean-variance/Tobin-Markowitz context, and explain why our results are generalizations of the Merton model
Stochastic intertemporal optimization in discrete time by Wendell H Fleming ( Book )
3 editions published in 2000 in English and held by 17 WorldCat member libraries worldwide
A stochastic optimal control approach to international finance and foreign debt by Wendell H Fleming ( Book )
4 editions published between 1999 and 2000 in English and held by 15 WorldCat member libraries worldwide
Undergraduate mathematical sciences in universities, four-year colleges, and two-year colleges, 1980-81 by James T Fey ( Book )
2 editions published in 1981 in English and held by 11 WorldCat member libraries worldwide
Funciones de diversas variables by Wendell H Fleming ( Book )
6 editions published between 1965 and 1969 in Spanish and held by 11 WorldCat member libraries worldwide
Funciones de varias variables by Wendell H Fleming ( Book )
6 editions published between 1969 and 1981 in Spanish and English and held by 10 WorldCat member libraries worldwide
Minmax theorem for a class of games over a function space by Wendell H Fleming ( Book )
1 edition published in 1952 in English and held by 8 WorldCat member libraries worldwide
A simple type of game over function space, convex for the minimizing player by John M Danskin ( Book )
1 edition published in 1952 in English and held by 7 WorldCat member libraries worldwide
 
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Audience level: 0.73 (from 0.33 for Funciones ... to 0.98 for Minmax the ...)
Alternative Names
Fleming, U.
Fleming, U., 1928-
Fleming, W.
Fleming, W.H.
Fleming, W. H. 1928-
Fleming, W. H. (Wendell Helms), 1928-
Fleming, W. (Wendell), 1928-
Fleming, Wendell
Fleming, Wendell H.
Fleming, Wendell H. 1928-
Fleming, Wendell H. (Wendell Helms), 1928-
Fleming, Wendell Helms
Fleming, Wendell Helms, 1928-
Languages
English (165)
Spanish (11)
German (9)
Italian (1)
Covers