Controlled Markov Processes and Viscosity Solutions

Front Cover
Springer-Verlag, 1993 - Markov processes - 428 pages
This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions.

From inside the book

Contents

1
5
1
11
1
18
Copyright

17 other sections not shown

Other editions - View all

Common terms and phrases

Bibliographic information