Controlled Markov processes and viscosity solutions
Fleming, Wendell H.
Controlled Markov processes and viscosity solutions Wendell H. Fleming - 2nd ed. - New York Springer 2006 - xvii, 428p. - Stochastic modelling and applied probability; 25 .
9780387260457
Markov processes
Stochastic control theory
Viscosity solutions
519.233 F6291c2
Controlled Markov processes and viscosity solutions Wendell H. Fleming - 2nd ed. - New York Springer 2006 - xvii, 428p. - Stochastic modelling and applied probability; 25 .
9780387260457
Markov processes
Stochastic control theory
Viscosity solutions
519.233 F6291c2