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Controlled Markov Processes and Viscosity Solutions

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In Stock (508)

£ 167.99

Description

Presents an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. This title covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions.

Book Details
EAN:
9780387260457
Binding:
Hardback
Dimensions(mm):
166 x 304 x 33
Publication Date:
2005-11-17
Publication Country:
United States