Fleming, Wendell H..

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.

QA274.7 / .F54 2006

519.233