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Controlled Markov processes and viscosity solutions

Fleming, Wendell H

Controlled Markov processes and viscosity solutions - 2nd ed - Berlin Springer-Verlag 2006 - xvii; 429p - Stochastic modelling and applied probability .

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

Dewey Class. No.: 519.233/FLE

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