Controlled markov processes and viscosity solutions
Auteur :
Fleming, Wendell H. / Soner, Halil Mete
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387260457
Date de publication :
17 nov. 2005
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This title covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions.