Viscosity solutions.

Controlled Markov processes and viscosity solutions / by: (Language materials, printed)

Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations by: (Electronic resources)

Applied stochastic control of jump diffusions by: (Electronic resources)

Markov processes.

Probability Theory and Stochastic Processes.

Operator Theory.

Operations Research, Management Science.

Quantitative Finance.

Systems Theory, Control.

Stochastic control theory.

Viscosity solutions.

Stochastic processes.

Calculus of Variations and Optimal Control; Optimization.

Control theory.

Differential games.