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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).

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  • 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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