Sökresultat för: Wendell H. Fleming
Controlled Markov Processes and Viscosity Solutions (Inbunden)
avWendell H. Fleming, H. M. Soner, W. H. Fleming
ISBN: 9780387260457 - UTGIVEN: 200511This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second [...]
