Controlled Markov Processes and Viscosity Solutions is popular PDF and ePub book, written by Wendell H. Fleming in 2006-02-04, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Controlled Markov Processes and Viscosity Solutions can be Read Online from any device for your convenience.
Controlled Markov Processes and Viscosity Solutions Book PDF Summary
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.
Detail Book of Controlled Markov Processes and Viscosity Solutions PDF
- Author : Wendell H. Fleming
- Release : 04 February 2006
- Publisher : Springer Science & Business Media
- ISBN : 9780387310718
- Genre : Mathematics
- Total Page : 436 pages
- Language : English
- PDF File Size : 16,7 Mb
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