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Controlled Markov processes and viscosity solution of nonlinear evolution equations

Markov processes and linear evolution equations ; stochastic control, differential games, and nonlinear evolution equations ; other topics.

Detalles Bibliográficos
Autor principal: Fleming, W H
Lenguaje:eng
Publicado: Accademia Nazionale dei Lincei 1986
Materias:
Acceso en línea:http://cds.cern.ch/record/2261096
Descripción
Sumario:Markov processes and linear evolution equations ; stochastic control, differential games, and nonlinear evolution equations ; other topics.