Controlled Markov Processes and Viscosity Solutions - Fleming, Wendell H. a Soner, Halil Mete

Name: Controlled Markov Processes and Viscosity Solutions - Fleming, Wendell H. a Soner, Halil Mete
Brand: Springer-Verlag New York Inc.

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Nejnižší cena od 10. 9. 2026: 4 406 Kč.

4 453 Kč

Springer-Verlag New York Inc.

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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.

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