Wendell H. Fleming

Deterministic and Stochastic Optimal Control

2012

Recent Mathematical Methods in Dynamic Programming

2014

Controlled Markov Processes and Viscosity Solutions

2005

Stochastic Differential Systems, Stochastic Control Theory and Applications

2011

Recent Mathematical Methods in Dynamic Programming: Proceedings of the Conference Held in Rome, Italy, March 26-28, 1984 (Lecture Notes in Mathematics)

1985

Controlled Markov Processes and Viscosity Solutions (Stochastic Modelling and Applied Probability Book 25)

2006

Controlled Markov processes and viscosity solutions of nonlinear evolution (Publications of the Scuola Normale Superiore)

2007