Controlled Markov Processes and Viscosity Solutions

• 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