✦ LIBER ✦

Controlled Markov Processes and Viscosity Solutions

✍ Scribed by Wendell H. Fleming, Halil Mete Soner

Book ID: 127448122
Publisher: Springer
Year: 2006
Tongue: English
Weight: 3 MB
Series: Applications of mathematics 25
Edition: 2nd ed
Category: Library
City: New York
ISBN-13: 9780387260457

No coin nor oath required. For personal study only.

✦ Synopsis

This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dynamic programming.

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