Controlled Markov processes and viscosity solutions / 25

Saved in:
Bibliographic Details
Author / Creator:Fleming, Wendell H. (Wendell Helms), 1928-
Edition:2nd ed.
Imprint:New York : Springer, c2006.
Description:1 online resource (428 p.)
Language:English
Series:Stochastic modelling and applied probability ; 25
Stochastic modelling and applied probability ; 25.
Subject:Markov processes.
Stochastic control theory.
Viscosity solutions.
Markov, Processus de.
Commande stochastique.
Solutions de viscositeĢ
Markov processes.
Stochastic control theory.
Viscosity solutions.
Electronic books.
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8877699
Hidden Bibliographic Details
Other authors / contributors:Soner, H. Mete.
ISBN:9780387310718
0387310711
0387260455 (acid-free paper)
9780387260457 (acid-free paper)
Notes:Includes bibliographical references (p. [409]-423) and index.
Description based on print version record.
Summary:Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This book covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions.
Other form:Print version: Fleming, Wendell H. (Wendell Helms), 1928- Controlled Markov processes and viscosity solutions. 2nd ed. New York : Springer, c2006 0387260455 9780387260457