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Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner

Auteur principal : Fleming, Wendell, 1928-, AuteurCo-auteur : Soner, H. Mete, AuteurType de document : MonographieCollection : Applications of mathematics, 25Langue : anglais.Pays : Etats Unis.Éditeur : New York : Springer-Verlag, 1993Description : 1 vol. (xv-428 p.) ; 24 cmISBN : 0387979271.ISSN : 0172-4568.Bibliographie : Bibliogr. p. [409]-424. Index.Sujet MSC : 60J25, Probability theory and stochastic processes -- Markov processes, Continuous-time Markov processes on general state spaces
60-02, Probability theory and stochastic processes, Research exposition (monographs, survey articles)
93E20, Systems theory; control -- Stochastic systems and control, Optimal stochastic control
En-ligne : Springerlink - ed. 2006
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Bibliogr. p. [409]-424. Index

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