Controlled Markov processes and viscosity solutions

Author(s)

• Fleming, Wendell Helms
• Soner, H. Mete

Bibliographic Information

Controlled Markov processes and viscosity solutions

Wendell H. Fleming, H. Mete Soner

（Stochastic modelling and applied probability, 25）

Springer-Verlag, c2006

2nd ed

• : pbk.

Note

Includes bibliographical references (p. [409]-423) and index

Details

• NCID: BC04980168
• ISBN:
  • 9781441920782
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xvii, 428 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.7
  • NDC9 : 417.1
• Subject Headings:
  • LCSH : Markov processes
  • LCSH : Stochastic control theory
  • LCSH : Viscosity solutions
• Parent Bibliography ID:
  • BA70424457