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Controlled Markov Processes and Viscosity Solutions - Stochastic Modelling and Applied Probability Wendell H. Fleming Second Edition 2006 edition
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Controlled Markov Processes and Viscosity Solutions - Stochastic Modelling and Applied Probability
Wendell H. Fleming
Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This title covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions.
448 pages, biography
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 17 de noviembre de 2005 |
| ISBN13 | 9780387260457 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 429 |
| Dimensiones | 304 × 166 × 33 mm · 834 g |
| Lengua | Inglés |
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