All ebooks by Wendell H. Fleming in PDF

1 Book(s)


Add to my wish list Controlled Markov Processes and Viscosity Solutions Wendell H. Fleming , Halil Mete Soner This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity... Publication date: 2006-02-04 Format: PDF Publisher: Springer Collection: Stochastic Modelling and Applied Probability Add to basket £149,50

Add to my wish list

Controlled Markov Processes and Viscosity Solutions

Wendell H. Fleming , Halil Mete Soner

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity...

Publication date: 2006-02-04

Format: PDF

Publisher: Springer

Collection: Stochastic Modelling and Applied Probability

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£149,50

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