bookJan 1, 2005Closed access

Controlled Markov Processes and Viscosity Solutions

WHWendell H. FlemingHMH. Meté Soner

John Brown University

Abstract

No abstract available for this paper.

Citation impact

2,799
total citations
FWCI
188.68
Percentile
100%
References
122
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Stochastic control
  • Viscosity solution
  • Optimal control
  • Markov decision process
  • Mathematical economics
  • Controller (irrigation)
  • Stochastic programming
  • Dynamic programming
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