Controlled Markov processes and viscosity solutions

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Controlled Markov processes and viscosity solutions

フォーマット:

図書

責任表示:

Wendell H. Fleming, H. Mete Soner

言語:

英語

出版情報:

New York ; Berlin : Springer-Verlag, c1993

形態:

xv, 428 p. ; 24 cm

著者名:

シリーズ名:

Applications of mathematics ; 25 <BA00256802>

書誌ID:

BA1926190X

ISBN:

9780387979274 [0387979271] (: us)

9783540979272 [3540979271] (: gw)

子書誌情報

所蔵情報

タイトル・著者・出版者が同じ資料

詳細

主題:	Markov processes; Stochastic control theory; Viscosity solutions
分類・件名:	LCC : QA274.7 DDC : 519.2/33 NDC8 : 417.1 LCSH : Markov processes LCSH : Stochastic control theory LCSH : Viscosity solutions
LCCN:	92031619
注記:	Includes bibliographical references (p. [409]-424) and index
TTLL:	eng

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