Chargement en cours…

Controlled Markov Processes and Viscosity Solutions

This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dyna...

Description complète

Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Fleming, Wendell H. (Auteur), Soner, Halil Mete (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2006.
Édition:2nd ed. 2006.
Collection:Stochastic Modelling and Applied Probability, 25
Sujets:
Accès en ligne:Texto Completo