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Controlled Markov Processes And Viscosity Solutions

by Wendell H. Fleming e Halil Mete Soner
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., November of 2010 ‧
151,41€
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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.

Controlled Markov Processes And Viscosity Solutions

by Wendell H. Fleming e Halil Mete Soner

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