Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Bestandsnummer des Verk�ufers 13727162-6

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Bibliografische Details

Titel: Controlled Markov Processes and Viscosity ...

Verlag: Springer New York

Erscheinungsdatum: 2005

Einband: Hardcover

Zustand: Very Good

Auflage: 2. Auflage

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Inhaltsangabe:

Book by Fleming Wendell H Soner Halil Mete

Rese�a del editor:

This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in this second edition introduce the role of stochastic optimal control in portfolio optimization and in pricing derivatives in incomplete markets and two-controller, zero-sum differential games.

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