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

Deterministic and Stochastic Optimal Control

Wendell H. Fleming, Raymond W. Rishel - Mathematics - 2012 - 222 pages
This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optimal control theory ...
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Stochastic Theory and Control: Proceedings of a Workshop held in Lawrence ...

Bozenna Pasik-Duncan - Mathematics - 2002 - 566 pages
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18–20 October 2001 ...
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Discrete-Time Markov Chains: Two-Time-Scale Methods and Applications

George Yin, Qing Zhang - Business & Economics - 2005 - 347 pages
Focusing on discrete-time-scale Markov chains, the contents of this book are an outgrowth of some of the authors' recent research. The motivation stems from existing and ...
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Advances in Dynamic Games and Applications

Eitan Altmann, Odile Pourtallier - Mathematics - 2001 - 347 pages
Game theory is a rich and active area of research of which this new volume of the Annals of the International Society of Dynamic Games is yet fresh evidence. Since the second ...
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Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Harold Kushner - Mathematics - 2013 - 515 pages
One of the first books in the timely and important area of heavy traffic analysis of controlled and uncontrolled stochastics networks, by one of the leading authors in the ...
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Applied Stochastic Control of Jump Diffusions

Bernt Øksendal, Agnès Sulem-Bialobroda - Mathematics - 2006 - 214 pages
Here is a rigorous introduction to the most important and useful solution methods of various types of stochastic control problems for jump diffusions and its applications ...
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