Controlled Markov processes and viscosity solutions
Title
Controlled Markov processes and viscosity solutions

Personal Author
Fleming, Wendell Helms, 1928-

Series
Applications of mathematics ; 25

Edition
2nd ed.

Publication Information
New York, NY : Springer, 2006

ISBN
9780387260457

Subject Term
Markov processes
 
Stochastic control theory
 
Viscosity solutions

Added Author
Soner, H. Mete


LibraryItem BarcodeCall NumberMaterial Type[[missing key: search.ChildField.ITEMCAT1]]Status
PSZ JB30000010105703QA274.7 F53 2006Open Access BookOpen Access