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Books Books 1 - 10 of about 45 related to Controlled Markov Processes and Viscosity Solutions.    

Markov Processes and Controlled Markov Chains

Zhenting Hou, Jerzy A. Filar, Anyue Chen - Business & Economics - 2002 - 511 pages
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In parallel, the ...
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Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations

Martino Bardi, Italo Capuzzo-Dolcetta - Language Arts & Disciplines - 2008 - 570 pages
This book is a self-contained account of the theory of viscosity solutions for first-order partial differential equations of Hamilton–Jacobi type and its interplay with Bellman ...
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Markov Processes and Related Problems of Analysis

Evgeniĭ Borisovich Dynkin - Mathematics - 1982 - 312 pages
The theory of Markov Processes has become a powerful tool in partial differential equations and potential theory with important applications to physics. Professor Dynkin has ...
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Stochastic Analysis, Control, Optimization and Applications: A Volume in ...

Wendell Helms Fleming, William M. McEneaney, G. George Yin, Qing Zhang - Mathematics - 1999 - 637 pages
This new, edited book focuses on various aspects of stochastic analysis, control theory, optimization & a wide range of applications. It is a book in honor of Wendell H ...
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Applied stochastic analysis: proceedings of a US-French workshop, Rutgers ...

Ioannis Karatzas, Daniel Ocone - Mathematics - 1992 - 311 pages
This volume contains papers presented during a four-day Workshop that took place at Rutgers University from 29 April to 2 May, 1991. The purpose of this workshop was to promote ...
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Mathematical finance

M. H. A. Davis - Business & Economics - 1995 - 133 pages
Recent revolutions in the world of finance have created a need for the expertise of research mathematicians in solving problems. The articles in this volume are based on recent ...
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