Controlled Markov Processes and Viscosity Solutions

Name: Controlled Markov Processes and Viscosity Solutions
Brand: Springer-Verlag New York Inc.
SKU: 2317927
Author: Wendell H. Fleming

Wendell H. Fleming, Halil Mete Soner

Springer-Verlag New York Inc.

Knihu koupíte v 1 e-shopu

Bookshop.cz

4 406 Kč

Není skladem

Do obchodu

a 1 další varianta

Krátký popis

Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This title covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions.

Zobrazit celý popis

Výběr knih vydavatele Springer-Verlag New York Inc.