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Controlled Markov processes and viscosity solutions of nonlinear evolution - Publications of the Scuola Normale Superiore Wendell H. Fleming
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Controlled Markov processes and viscosity solutions of nonlinear evolution - Publications of the Scuola Normale Superiore
Wendell H. Fleming
In that case, the dynamic programming equation is a nonlinear partial differential equation of second order elliptic or parabolic type. From the viewpoint of nonlinear evolution equations, the interest is in whether one can find some stochastic control problem for which the given evolution equation is the dynamic programming equation.
68 pages
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 1, 1988 |
| ISBN13 | 9788876422508 |
| Publishers | Birkhauser Verlag AG |
| Pages | 68 |
| Dimensions | 240 × 175 × 7 mm · 181 g |
| Language | English |
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