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Controlled Markov Processes and Viscosity Solutions Cover Image E-book E-book

Controlled Markov Processes and Viscosity Solutions [electronic resource] / by Wendell H. Fleming, H.M. Soner.

Fleming, Wendell H. (author.). Soner, H.M. (author.). SpringerLink (Online service) (Added Author).

Record details

  • ISBN: 9780387310718
  • Physical Description: XVII, 429 p. online resource.
  • Edition: Second Edition.
  • Publisher: New York, NY : Springer New York, 2006.

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Subject: Mathematics.
Finance.
Systems theory.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Systems Theory, Control.
Control Engineering.
Operations Research/Decision Theory.
Quantitative Finance.

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24510. ‡aControlled Markov Processes and Viscosity Solutions ‡h[electronic resource] / ‡cby Wendell H. Fleming, H.M. Soner.
250 . ‡aSecond Edition.
264 1. ‡aNew York, NY : ‡bSpringer New York, ‡c2006.
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650 0. ‡aMathematics.
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650 0. ‡aDistribution (Probability theory).
65014. ‡aMathematics.
65024. ‡aProbability Theory and Stochastic Processes.
65024. ‡aSystems Theory, Control.
65024. ‡aControl Engineering.
65024. ‡aOperations Research/Decision Theory.
65024. ‡aQuantitative Finance.
7001 . ‡aSoner, H.M. ‡eauthor.
7102 . ‡aSpringerLink (Online service)
7730 . ‡tSpringer eBooks
77608. ‡iPrinted edition: ‡z9780387260457
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