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Controlled Markov Processes and Viscosity Solutions

Wendell Helms Fleming, H. Mete Soner - Markov processes - 1993 - 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.
Snippet view - About this book

Controlled Markov Processes and Viscosity Solutions

Wendell Helms Fleming, H. Mete Soner - Markov processes - 1993 - 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.
Snippet view - About this book




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