LIBROS DEL AUTOR: halil mete soner

2 resultados para LIBROS DEL AUTOR: halil mete soner

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  • Controlled Markov Processes and Viscosity Solutions
    Halil Mete Soner / Wendell H. Fleming
    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 cont...
    Disponible

    243,84 €

  • Controlled Markov Processes and Viscosity Solutions
    Halil Mete Soner / Wendell H. Fleming
    This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. The authors approach stochastic control problems by the method of dynamic programming. The text covers dynamic programming for deterministic optimal control problems, as well as to the corresponding theory of viscosity solutions. New chapters in...
    Disponible

    47,10 €