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Controlled Markov processes and viscosity solutions
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Deterministic Optimal Control
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Chapter 2
Viscosity Solutions
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Chapter 3
Optimal Control of Markov Processes: Classical Solutions
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Chapter 4
Controlled Markov Diffusions in ℝ n
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Chapter 5
Viscosity Solutions: Second-Order Case
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Chapter 6
Logarithmic Transformations and Risk Sensitivity
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Chapter 7
Singular Perturbations
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Chapter 8
Singular Stochastic Control
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Chapter 9
Finite Difference Numerical Approximations
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Chapter 10
Applications to Finance
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Chapter 11
Differential Games
Overall attention for this book and its chapters
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Mentioned by
syllabi
1
institution with syllabi
Citations
dimensions_citation
587
Dimensions
Readers on
mendeley
89
Mendeley
citeulike
1
CiteULike
Book overview
1. Deterministic Optimal Control
2. Viscosity Solutions
3. Optimal Control of Markov Processes: Classical Solutions
4. Controlled Markov Diffusions in ℝ n
5. Viscosity Solutions: Second-Order Case
6. Logarithmic Transformations and Risk Sensitivity
7. Singular Perturbations
8. Singular Stochastic Control
9. Finite Difference Numerical Approximations
10. Applications to Finance
11. Differential Games
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
1
syllabus from an institution on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Unknown
1
Unknown