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Controlled Markov processes and viscosity solutions /

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Bibliographic Details
Main Author: Fleming, Wendell H. (Wendell Helms), 1928-
Corporate Author: SpringerLink (Online service)
Other Authors: Soner, H. Mete
Format: eBook
Language:English
Published: New York : Springer, [2006]
Edition:2nd ed.
Series:Stochastic modelling and applied probability ; 25.
Subjects:
Markov processes.
Stochastic control theory.
Viscosity solutions.
Commande stochastique.
Markov, Processus de.
Solutions de viscosité.
Electronic books.
Online Access:Connect to the full text of this electronic book
Publisher description
Description
Item Description:Electronic resource.
Physical Description:428 pages ; 25 cm.
Bibliography:Includes bibliographical references (pages [409]-423) and index.
ISBN:0387310711
9780387310718
DOI:10.1007/0-387-31071-1