Fleming, Wendell Helms, 1928-

Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner - New York : Springer-Verlag, 1993 - 428 p. ; 24 cm. - Applications of mathematics 25 .

0387979271 RM182.28

92-031619


Markov processes
Stochastic control theory
Viscosity solutions