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Controlled Markov processes and viscosity solutions

Fleming, Wendell H.

Controlled Markov processes and viscosity solutions - 2nd ed. - New York: Springer, 2006. - 423 p.; ill.; 24 cm.;

ISBN: 9780387260457

Subjects--Topical Terms:
Markov processes
Stochastic control theory
Viscosity solutions
Evolution equations, Nonlinear
Mathematics
Diffusion processes
Operations research
Structural control (Engineering)

Dewey Class. No.: 519.233 / FLE

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