This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions. It covers dynamic program
This book is devoted to the systematic exposition of the contemporary theory of controlled Markov processes with discrete time parameter or in another termi nol
The general theory of stochastic processes and the more specialized theory of Markov processes evolved enormously in the second half of the last century. In par
Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de
This book is concerned with a class of discrete-time stochastic control processes known as controlled Markov processes (CMP's), also known as Markov decision pr