Controlled Markov Processes and Viscosity Solutions

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Springer-Verlag, 1993 - Markov processes - 428 pages
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This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions.

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Contents

Viscosity Solutions
53
Controlled Markov Diffusions in R
157
SecondOrder Case
213
Copyright

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