Fleming, Wendell H. (Wendell Helms) 1928
Overview
Works:  68 works in 237 publications in 5 languages and 4,302 library holdings 

Genres:  Conference proceedings Criticism, interpretation, etc 
Roles:  Author, Editor 
Classifications:  QA402.3, 519.233 
Publication Timeline
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Most widely held works by
Wendell H Fleming
Functions of several variables
by
Wendell H Fleming(
Book
)
62 editions published between 1963 and 1987 in 3 languages and held by 1,183 WorldCat member libraries worldwide
For a college course at the advanced undergraduate level
62 editions published between 1963 and 1987 in 3 languages and held by 1,183 WorldCat member libraries worldwide
For a college course at the advanced undergraduate level
Controlled Markov processes and viscosity solutions
by
Wendell H Fleming(
)
21 editions published between 1993 and 2010 in English and held by 1,035 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
21 editions published between 1993 and 2010 in English and held by 1,035 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
)
29 editions published between 1975 and 1996 in 4 languages and held by 620 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
29 editions published between 1975 and 1996 in 4 languages and held by 620 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 2628, 1984
by
I Capuzzo Dolcetta(
Book
)
11 editions published in 1985 in English and held by 500 WorldCat member libraries worldwide
11 editions published in 1985 in English and held by 500 WorldCat member libraries worldwide
Stochastic differential systems, stochastic control theory, and applications
by
Wendell H Fleming(
Book
)
11 editions published in 1988 in English and held by 273 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
11 editions published in 1988 in English and held by 273 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
Advances in filtering and optimal stochastic control : proceedings of the IFIPWG 7/1 working conference, Cocoyoc, Mexico, February 16, 1982
by
Wendell H Fleming(
Book
)
11 editions published between 1982 and 1983 in English and German and held by 261 WorldCat member libraries worldwide
11 editions published between 1982 and 1983 in English and German and held by 261 WorldCat member libraries worldwide
Stochastic analysis, control, optimization, and applications : a volume in honor of W.H. Fleming
by
William M McEneaney(
Book
)
5 editions published between 1998 and 1999 in English and held by 174 WorldCat member libraries worldwide
5 editions published between 1998 and 1999 in English and held by 174 WorldCat member libraries worldwide
Report of the Panel on Future Directions in Control Theory : a mathematical perspective
by
Panel on Future Directions in Control Theory(
Book
)
4 editions published between 1988 and 1989 in English and held by 40 WorldCat member libraries worldwide
4 editions published between 1988 and 1989 in English and held by 40 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 27 WorldCat member libraries worldwide
7 editions published in 1986 in English and Italian and held by 27 WorldCat member libraries worldwide
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
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
4 editions published between 1999 and 2000 in English and held by 15 WorldCat member libraries worldwide
Stochastic optimal control, international finance and debt
by
Wendell H Fleming(
Book
)
2 editions published in 2002 in English and held by 12 WorldCat member libraries worldwide
We use stochastic optimal controldynamic 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 meanvariance/TobinMarkowitz context, and explain why our results are generalizations of the Merton model
2 editions published in 2002 in English and held by 12 WorldCat member libraries worldwide
We use stochastic optimal controldynamic 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 meanvariance/TobinMarkowitz context, and explain why our results are generalizations of the Merton model
Undergraduate mathematical sciences in universities, fouryear colleges, and twoyear colleges, 198081
by
James T Fey(
Book
)
2 editions published in 1981 in English and held by 11 WorldCat member libraries worldwide
2 editions published in 1981 in English and held by 11 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
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
1 edition published in 1952 in English and held by 7 WorldCat member libraries worldwide
Recent mathematical methods in dynamic programming : proceedings of the(international) conference; Rome, March 2628, 1984
(
Book
)
1 edition published in 1985 in English and held by 6 WorldCat member libraries worldwide
1 edition published in 1985 in English and held by 6 WorldCat member libraries worldwide
Note on games over a function space with homogeneous kernels
by
Wendell H Fleming(
Book
)
1 edition published in 1952 in English and held by 6 WorldCat member libraries worldwide
1 edition published in 1952 in English and held by 6 WorldCat member libraries worldwide
Correlation theory of statistically optimal systems
by
N. I Andreev(
Book
)
3 editions published in 1969 in English and held by 6 WorldCat member libraries worldwide
3 editions published in 1969 in English and held by 6 WorldCat member libraries worldwide
On weak convergence of strategies in certain games over a function space
by
Wendell H Fleming(
Book
)
1 edition published in 1952 in English and held by 5 WorldCat member libraries worldwide
1 edition published in 1952 in English and held by 5 WorldCat member libraries worldwide
Reduction of certain games over function space
by
Wendell H Fleming(
Book
)
1 edition published in 1952 in English and held by 5 WorldCat member libraries worldwide
1 edition published in 1952 in English and held by 5 WorldCat member libraries worldwide
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Associated Subjects
Automatic control Computer science Control theory Debts, ExternalMathematical models Differentiable dynamical systems Diffusion processes Distribution (Probability theory) Dynamic programming Engineering Engineering mathematics Evolution equations, Nonlinear Filters (Mathematics) Finance Functions Functions of several real variables Game theory International financeMathematical models Markov processes Mathematical analysis Mathematical optimization Mathematics MathematicsStudy and teaching (Higher) Montale, Eugenio, Operations research Probabilities Saba, Umberto, Stochastic analysis Stochastic control theory Stochastic processes Stochastic systems Structural control (Engineering) Twoperson zerosum games Ungaretti, Giuseppe, United States Viscosity solutions
Alternative Names
Fleming, U.
Fleming, U. 1928
Fleming, W.
Fleming, W. 1928
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
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