Controlled Markov Processes and Viscosity Solutions - Fleming, Wendell H..; Soner, H.M.; SpringerLink (Online service) (New York, NY : Springer Science+Business Media, Inc., 2006)
Keywords: Markov processes; Stochastic control theory; Viscosity solutions; Mathematics; Control Engineering; Probability Theory and Stochastic Processes; Quantitative Finance; Systems Theory, Control; Operations Research/Decision Theory