This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have ...
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This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text provides an introduction to dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. Also covered are controlled Markov diffusions and viscosity solutions of Hamilton-Jacobi-Bellman equations. The authors have tried, through illustrative examples and selective material, to connect stochastic control theory with other mathematical areas (e.g. large deviations theory) and with applications to engineering, physics, management, and finance.
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Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $217.44, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2010 by Springer.
Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $219.14, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2005 by Springer.
Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $60.35, very good condition, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 1993 by Springer.
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First edition, first printing, 452 pp., hardcover, spine lightly faded, previous owner's small hand stamp to front free endpaper else very good. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $64.32, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1748 by Springer.
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Add this copy of Controlled Markov Processes and Viscosity Solutions to cart. $85.00, like new condition, Sold by Library Market rated 5.0 out of 5 stars, ships from Waynesville, OH, UNITED STATES, published 1748 by Springer.
