Search Images Maps Play YouTube News Gmail Drive More »
Sign in
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 ...
Limited preview - About this book

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 ...
Limited preview - About this book

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 ...
Limited preview - About this book

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 ...
Limited preview - About this book

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 ...
Snippet view - About this book

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 ...
Snippet view - About this book




  1. My library
  2. Help
  3. Advanced Book Search