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Controlled Markov processes and viscosity solutions /

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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.
Description
Physical Description:428 pages : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:0387979271 (New York)
3540979271 (Berlin)