Controlled Markov Processes and Viscosity Solutions
Intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The book approaches stochastic control problems by the method of dynamic programming. Also covered are controlled Markov diffusions.
XV, 428 p. ; 24 cm.
9780387979274, 9783540979272, 0387979271, 3540979271
636801075