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Controlled Markov Processes and Viscosity Solutions

20052,789 citationsBook

Authors

Wendell H. Fleming · John Brown University

Topics & Keywords

Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

Publication Details

DOI: 10.1007/0-387-31071-1

Field-Weighted Citation Impact: 186.34

Controlled Markov Processes and Viscosity Solutions | Researchclopedia