Controlled Markov Processes and Viscosity Solutions - Stochastic Modelling and Applied Probability - Wendell H. Fleming - Books - Springer-Verlag New York Inc. - 9781441920782 - November 19, 2010
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Controlled Markov Processes and Viscosity Solutions - Stochastic Modelling and Applied Probability Second Edition 2006 edition

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


448 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 19, 2010
ISBN13 9781441920782
Publishers Springer-Verlag New York Inc.
Pages 429
Dimensions 235 × 156 × 28 mm   ·   694 g
Language English  

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