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This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. New chapters in... Læs mere
Bemærk: Kan ikke leveres før jul.
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.