Fleming, Wendell H.
Controlled Markov Processes and Viscosity Solutions
Table of contents
1. Deterministic Optimal Control
2. Viscosity Solutions
3. Optimal Control of Markov Processes: Classical Solutions
4. Controlled Markov Diffusions in
5. Viscosity Solutions: Second-Order Case
6. Logarithmic Transformations and Risk Sensitivity
7. Singular Perturbations
8. Singular Stochastic Control
9. Finite Difference Numerical Approximations
10. Applications to Finance
11. Differential Games
DRM-restrictions
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Keywords: MATHEMATICS / General MAT000000
- Author(s)
- Fleming, Wendell H.
- Soner, H.M.
- Publisher
- Springer
- Publication year
- 2006
- Language
- en
- Edition
- 1
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9780387310718
