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Controlled Markov Processes And Viscosity Solutions
language: english
Publisher:
SPRINGER-VERLAG NEW YORK INC., November of 2010 ‧
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151,41€
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SYNOPSIS
This 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 solutions.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9781441920782 |
| Publisher: | SPRINGER-VERLAG NEW YORK INC. |
| Release Date: | November of 2010 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 429 |
| Format: | Book |
| Collection: | Stochastic Modelling And Applied Probability |
| Categories: |
Books in English
>
Management
>
Management and Organization
|
| EAN: | 9781441920782 |
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