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Controlled Markov processes and viscosity solutions

Title
Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner.
Author
Fleming, Wendell H. (Wendell Helms), 1928-
Publication
New York : Springer, c2006.
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Details

Additional Authors
Soner, H. Mete.
Description
428 p.; 25 cm.
Series Statement
Stochastic modelling and applied probability ; 25
Subject
  • Markov processes
  • Stochastic control theory
  • Viscosity solutions
Bibliography (note)
  • Includes bibliographical references (p. [409]-423) and index.
Call Number
JSE 06-1253
ISBN
0387260455 (acid-free paper)
LCCN
  • 2005929857
  • 9780387260457
OCLC
62784396
Author
Fleming, Wendell H. (Wendell Helms), 1928-
Title
Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner.
Imprint
New York : Springer, c2006.
Edition
2nd ed.
Series
Stochastic modelling and applied probability ; 25
Bibliography
Includes bibliographical references (p. [409]-423) and index.
Connect to:
Table of contents only
Publisher description
Added Author
Soner, H. Mete.
Other Standard Identifier
9780387260457
Research Call Number
JSE 06-1253
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