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
Printing: not available
Clipboard copying: not available
Avainsanat: MATHEMATICS / General MAT000000
- Tekijä(t)
- Fleming, Wendell H.
- Soner, H.M.
- Julkaisija
- Springer
- Julkaisuvuosi
- 2006
- Kieli
- en
- Painos
- 1
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780387310718
