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

By: Fleming, Wendell H.
Contributor(s): Soner, H.M | SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Stochastic Modelling and Applied Probability, 25.Publisher: New York, NY : Springer New York, 2006Edition: Second Edition.Description: digital.ISBN: 9780387310718.Subject(s): Mathematics | Finance | Systems theory | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Systems Theory, Control | Control Engineering | Operations Research/Decision Theory | Quantitative FinanceDDC classification: 519.2 Online resources: Click here to access online In: Springer eBooks
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