Controlled Markov processes and viscosity solutions /

Bibliographic Details

Main Author:	Fleming, Wendell H. (Wendell Helms), 1928-
Other Authors:	Soner, H. Mete
Format:	Book
Language:	English
Published:	New York : Springer-Verlag, 1992.
Series:	Applications of mathematics ; 25.
Subjects:	Markov processes. Stochastic control theory. Viscosity solutions.