Controlled Markov Processes and Viscosity Solutions [electronic resource] /
by Wendell H.Fleming, H.M.Soner.
- Second Edition.
- New York, NY : Springer Science+Business Media, Inc., 2006.
- 428 p. : digital ; 25 cm.
- Stochastic Modelling and Applied Probability, 25 0172-4568 ; .
9780387310718 (electronic bk.)
Markov processes. Stochastic control theory. Viscosity solutions. Mathematics. Control Engineering. Probability Theory and Stochastic Processes. Quantitative Finance. Systems Theory, Control. Operations Research/Decision Theory.