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ICU |
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20061012122300.0 |
| 008 |
060105s2006 nyu b 001 0 eng |
| 020 |
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|a 0387260455 (New York)
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| 040 |
|
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|a CPS
|c CPS
|d OHX
|d UtOrBLW
|d OrLoB-B
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| 049 |
|
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|a CGUA
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| 050 |
0 |
0 |
|a QA274.7
|b .F54 2006
|
| 100 |
1 |
|
|a Fleming, Wendell H.
|q (Wendell Helms),
|d 1928-
|0 http://id.loc.gov/authorities/names/n82062689
|1 http://viaf.org/viaf/44370399
|
| 245 |
1 |
0 |
|a Controlled Markov processes and viscosity solutions /
|c Wendell H. Fleming, H. Mete Soner.
|
| 250 |
|
|
|a 2nd ed.
|
| 260 |
|
|
|a New York :
|b Springer-Verlag,
|c c2006.
|
| 300 |
|
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|a xvii, 428 p. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Stochastic modelling and applied probability ;
|v 25
|
| 504 |
|
|
|a Includes bibliographical references (p. [409]-42) and index.
|
| 505 |
0 |
0 |
|g I.
|t Deterministic optimal control --
|g II.
|t Viscosity solutions --
|g III.
|t Optimal control of Markov processes : classical solutions --
|g IV.
|t Controlled Markov diffusions in IR[superscript n] --
|g V.
|t Viscosity solutions : second-order case --
|g VI.
|t Logarithmic transformations and risk sensitivity --
|g VII.
|t Singular perturbations --
|g VIII.
|t Singular stochastic control --
|g IX.
|t Finite difference numerical approximations --
|g X.
|t Applications to finance --
|g XI.
|t Differential games --
|g A.
|t Duality relationships --
|g B.
|t Dynkin's formula for random evolutions with Markov chain parameters --
|g C.
|t Extension of Lipschitz continuous functions; smoothing --
|g D.
|t Stochastic differential equations : random coefficients.
|
| 650 |
|
0 |
|a Markov processes.
|0 http://id.loc.gov/authorities/subjects/sh85081369
|
| 650 |
|
0 |
|a Stochastic control theory.
|0 http://id.loc.gov/authorities/subjects/sh92001443
|
| 650 |
|
0 |
|a Viscosity solutions.
|0 http://id.loc.gov/authorities/subjects/sh92004493
|
| 650 |
|
7 |
|a Markov processes.
|2 fast
|0 http://id.worldcat.org/fast/fst01010347
|
| 650 |
|
7 |
|a Stochastic control theory.
|2 fast
|0 http://id.worldcat.org/fast/fst01133503
|
| 650 |
|
7 |
|a Viscosity solutions.
|2 fast
|0 http://id.worldcat.org/fast/fst01167825
|
| 700 |
1 |
|
|a Soner, H. Mete.
|0 http://id.loc.gov/authorities/names/n92080390
|1 http://viaf.org/viaf/12395051
|
| 901 |
|
|
|a ToCBNA
|
| 903 |
|
|
|a HeVa
|
| 035 |
|
|
|a (OCoLC)62784396
|
| 929 |
|
|
|a cat
|
| 999 |
f |
f |
|i 77299ade-69bc-53c6-abfd-b8ead6528ff5
|s 33d4841e-301e-54de-b502-cde005f6811c
|
| 928 |
|
|
|t Library of Congress classification
|a QA274.7.F54 2006
|l JCL
|c JCL-Sci
|i 4991559
|
| 927 |
|
|
|t Library of Congress classification
|a QA274.7.F54 2006
|l JCL
|c JCL-Sci
|e CRERAR
|b 71081037
|i 7954120
|
