Controlled Markov processes and viscosity solutions
By: Wendell H. Fleming,H. Mete Soner.
Contributors: Soner, H. Mete.
Series: Applications of mathematics -- 25
Publisher: Springer-Verlag
Published: 1993
Place of publication: Berlin; New York
Language: eng
Number of pages: 428
Subjects: Markov processes.; Stochastic control theory.; Viscosity solutions.
Notes: Includes bibliographical references (p. 411-424) and index.