Controlled Markov Processes and Viscosity Solutions (Book, 1993) [WorldCat.org]
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Controlled Markov Processes and Viscosity Solutions

Author: Wendell H Fleming; H Mete Soner
Publisher: New York : Springer, 1993.
Series: Applications of Mathematics, 25.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

Intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The book approaches stochastic control problems by the method  Read more...

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Document Type: Book
All Authors / Contributors: Wendell H Fleming; H Mete Soner
ISBN: 0387979271 9780387979274 3540979271 9783540979272
OCLC Number: 636801075
Description: XV, 428 p. ; 24 cm.
Series Title: Applications of Mathematics, 25.
Responsibility: Wendell H. Fleming, H. Mete Soner.

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