Controlled Markov Processes and Viscosity Solutions
| Author | : Wendell Helms Fleming |
| Publisher | : |
| Total Pages | : 456 |
| Release | : 1993 |
| ISBN-13 | : UCSD:31822015048952 |
| ISBN-10 | : |
| Rating | : 4/5 ( Downloads) |
Book Synopsis Controlled Markov Processes and Viscosity Solutions by : Wendell Helms Fleming
Download or read book Controlled Markov Processes and Viscosity Solutions written by Wendell Helms Fleming and published by . This book was released on 1993 with total page 456 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions.
