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Fleming, Wendell H.

Controlled Markov Processes and Viscosity Solutions

Fleming, Wendell H. - Controlled Markov Processes and Viscosity Solutions, ebook

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ISBN: 9780387310718
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Table of contents

1. Deterministic Optimal Control

2. Viscosity Solutions

3. Optimal Control of Markov Processes: Classical Solutions

4. Controlled Markov Diffusions in Rn

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

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Keywords: MATHEMATICS / General MAT000000

Author(s)
 
Publisher
Springer
Publication year
2006
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387310718

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