Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner

Auteur: Fleming, Wendell (1928-) - AuteurCo-auteur: Soner, H. Mete - AuteurType de document: MonographieCollection: Applications of mathematics ; 25Langue: anglaisPays: Etats UnisÉditeur: New York : Springer-Verlag, 1993Description: 1 vol. (xv-428 p.) ; 24 cm ISBN: 0387979271 ; rel. Bibliographie: Bibliogr. p. [409]-424. Index. Sujets MSC: 60J25 Probability theory and stochastic processes -- Markov processes -- Continuous-time Markov processes on general state spaces
60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
93E20 Systems theory; control -- Stochastic systems and control -- Optimal stochastic control
En-ligne: Springerlink - ed. 2006
Location Call Number Status Date Due
Salle R 10935-01 / 60 FLE (Browse Shelf) Available

Bibliogr. p. [409]-424. Index

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