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Cover image for Controlled Markov processes and viscosity solutions

Controlled Markov processes and viscosity solutions

by

Fleming, Wendell Helms, 1928-

Author

Fleming, Wendell Helms, 1928-, Soner, H. Mete

Format:

Call Number

QA274.7 F53 2006

Edition

2nd ed.

Publisher

Springer,

Publication Date

2006

ISBN

9780387260457

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2.

Cover image for Numerical methods for stochastic control problems in continuous time

Numerical methods for stochastic control problems in continuous time

by

Kushner, Harold J. (Harold Joseph), 1933-

Author

Kushner, Harold J. (Harold Joseph), 1933-, Dupuis, Paul

Format:

Call Number

QA402.37 K87 2001

Edition

2nd ed.

Publisher

Springer,

Publication Date

2001

ISBN

9780387951393

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