Controlled Markov processes and viscosity solutions
Fleming, Wendell Helms
Controlled Markov processes and viscosity solutions by Wendell H. Fleming, H. Mete Soner. - 2nd ed. - New York Springer 2006
9780387260457
Markov processes.; Stochastic control theory.; Viscosity solutions
519.233 / FLE/C
Controlled Markov processes and viscosity solutions by Wendell H. Fleming, H. Mete Soner. - 2nd ed. - New York Springer 2006
9780387260457
Markov processes.; Stochastic control theory.; Viscosity solutions
519.233 / FLE/C