Controlled Markov Processes and Viscosity Solutions
Halil Mete Soner, Wendell H. Fleming
Springer-Verlag New York Inc., 2005
198,50 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780387260457
- ISBN-10
- 0387260455
- Publisher
- Springer-Verlag New York Inc.
- Year
- 2005
- Publication date
- 2005-11-17
- Pages
- 429
- Dimensions
- 166x304x33
- Weight
- 834