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Controlled Markov processes and viscosity solutions of nonlinear evolution

af Wendell H. Fleming

indgår i Publications of the Scuola Normale Superiore serien

Controlled Markov processes and viscosity solutions of nonlinear evolution af Wendell H. Fleming
Bag om Controlled Markov processes and viscosity solutions of nonlinear evolution

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9788876422508
  • Indbinding:
  • Paperback
  • Sideantal:
  • 68
  • Udgivet:
  • 1. oktober 1988
  • Størrelse:
  • 175x240x7 mm.
  • Vægt:
  • 178 g.
  • Ukendt - mangler pt..
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Beskrivelse af Controlled Markov processes and viscosity solutions of nonlinear evolution

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.

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