Controlled Markov processes and viscosity solutions (Book, 1993) [WorldCat.org]
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Controlled Markov processes and viscosity solutions

Author: Wendell Helms Fleming; H Mete Soner
Publisher: New York Berlin Heidelberg London Paris Tokyo Hong Kong Barcelona Budapest Springer 1993
Series: Applications of mathematics, 25
Edition/Format:   Print book : German
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 Helms Fleming; H Mete Soner
ISBN: 9783540979272 3540979271 9780387979274 0387979271
OCLC Number: 246687904
Notes: Literaturverz. S. 409 - 424
Description: XV, 428 S. 25 cm
Series Title: Applications of mathematics, 25
Responsibility: Wendell H. Fleming ; H. Mete Soner
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