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9780387260457

Controlled Markov Processes And Viscosity Solutions

Controlled Markov Processes And Viscosity Solutions
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  • ISBN-13: 9780387260457
  • ISBN: 0387260455
  • Edition: 2
  • Publication Date: 2006
  • Publisher: Springer

AUTHOR

Fleming, Wendell H., Soner, H. M.

SUMMARY

"This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dynamic programming."--BOOK JACKET.Fleming, Wendell H. is the author of 'Controlled Markov Processes And Viscosity Solutions ', published 2006 under ISBN 9780387260457 and ISBN 0387260455.

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