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Controlled Markov Processes and Viscosity Solutions

Fleming, Wendell H..

Controlled Markov Processes and Viscosity Solutions [electronic resource] / by Wendell H.Fleming, H.M.Soner. - Second Edition. - New York, NY : Springer Science+Business Media, Inc., 2006. - 428 p. : digital ; 25 cm. - Stochastic Modelling and Applied Probability, 25 0172-4568 ; .

ISBN: 9780387310718 (electronic bk.)

Subjects--Topical Terms:
Markov processes.
Stochastic control theory.
Viscosity solutions.
Mathematics.
Control Engineering.
Probability Theory and Stochastic Processes.
Quantitative Finance.
Systems Theory, Control.
Operations Research/Decision Theory.

LC Class. No.: QA274.7 / .F54 2006

Dewey Class. No.: 519.233

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Controlled Markov Processes and Viscosity Solutions

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