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Controlled Markov processes and viscosity solutions /

Fleming, Wendell Helms, 1928-

Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner - New York : Springer-Verlag, 1993 - 428 p. ; 24 cm. - Applications of mathematics 25 .

ISBN: 0387979271 RM182.28

LCCN: 92-031619

Subjects--Topical Terms:
Markov processes
Stochastic control theory
Viscosity solutions

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