Author :
Fleming, Wendell Helms, 1928-
Title :
Controlled Markov processes and viscosity solutions
Author Statement :
Wendell H. Fleming, H. Mete Soner
Publication :
Springer-Verlag
Collation :
xv, 428 p.; 24 cm
Series :
Applications of mathematics ; 25
Subject :
Markov processes,Stochastic control theory,Viscosity solutions
ADDED ENTRIES :
Soner, H. Mete
Holding Info. :
0387979271
Biblography :
Includes bibliographical references (p. 411-424) and index