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Télécharger le livre : Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming , Halil Mete Soner
Controlled Markov Processes and Viscosity Solutions
This 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...
Editeur : Springer
Parution : 2006-02-04
Collection : Stochastic Modelling and Applied Probability
Format(s) : PDF
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