Controlled Markov Processes and Viscosity Solutions

This book is intended as an introduction to opt...

Functions of Several Variables

This new edition, like the first, presents a th...

Recent Mathematical Methods in Dynamic Programming

Stochastic Differential Systems, Stochastic Control Theory and Applications

This IMA Volume in Mathematics and its Applicat...

Deterministic and Stochastic Optimal Control

This book may be regarded as consisting of two ...

Recent Mathematical Methods in Dynamic Programming

The time optimal control of variational inequal...

Mathematical Finance

Recent revolutions in the world of finance have...

Stochastic Differential Systems, Stochastic Control Theory and Applications

This IMA Volume in Mathematics and its Applicat...

Functions of Several Variables

The purpose of this book is to give a systemati...

Deterministic and Stochastic Optimal Control

This book may be regarded as consisting of two ...

Functions of Several Variables

The purpose of this book is to give a systemati...

Controlled Markov Processes and Viscosity Solutions

This book is an introduction to optimal stochas...