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Wendell Helms Fleming and Halil Mete Soner

Controlled Markov processes and viscosity solutions

New York, Berlin, Heidelberg, London, Paris, Tokyo, Hong Kong, Barcelona, Budapest: Springer, 1993

Title

Controlled Markov processes and viscosity solutions / Wendell H. Fleming ; H. Mete Soner

Involved 

Wendell Helms Fleming (Verfasser)
Halil Mete Soner (Verfasser)

Published

New York, Berlin, Heidelberg, London, Paris, Tokyo, Hong Kong, Barcelona, Budapest: Springer
1993

Extent

XV, 428 S.

ISBN

978-3-540-97927-2
978-0-387-97927-4

Topic

Mathematik

Subject

Markov-Entscheidungsprozess, Viskositätslösung

Series

Applications of mathematics : stochastic modelling and applied probability ; 25

Further information

Literaturverz. S. 409 - 424

Record ID

931252512
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