Controlled Markov Processes and Viscosity Solutions

Controlled Markov Processes and Viscosity Solutions

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Bibliographic Details
Main Author: Fleming, Wendell H. 1928- (Wendell Helms)
Other Authors: Soner, H.M
Format: Electronic Kit Book
Language:English
Published: New York, NY Springer Science+Business Media, Inc. 2006
Edition:Second Edition
Series:Stochastic Modelling and Applied Probability 25
Subjects:
Structural control (Engineering)
Distribution (Probability theory)
Finance
Systems theory
Operations research
Mathematics
Control Engineering
Probability Theory and Stochastic Processes
Quantitative Finance
Systems Theory, Control
Operations Research/Decision Theory
Online Access:http://dx.doi.org/10.1007/0-387-31071-1

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