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Controlled Markov processes and viscosity solutions

Fleming, Wendell Helms

Controlled Markov processes and viscosity solutions by Wendell H. Fleming, H. Mete Soner. - 2nd ed. - New York Springer 2006

ISBN: 9780387260457

Subjects--Topical Terms:
Markov processes.; Stochastic control theory.; Viscosity solutions

Dewey Class. No.: 519.233 / FLE/C

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