Ebooks de Wendell H. Fleming en PDF

1 Livre(s)
Télécharger le livre : Controlled Markov Processes and Viscosity Solutions
Ajouter à ma liste d'envies
Controlled Markov Processes and Viscosity Solutions
Wendell H. Fleming , Halil Mete Soner
This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity...

Editeur : Springer
Parution : 2006-02-04
Collection : Stochastic Modelling and Applied Probability
PDF

168,79 €