scientific article; zbMATH DE number 4050701

MaRDI QIDQ3787248zbMATH OpenFDO

Authors Wendell Fleming

Publication date 1988

zbMATH Keywords

approximation procedurescontrolled Markov processeslarge deviations theoryoptimal stochastic controlstochastic differential gamesviscosity solutions of nonlinear evolution equations

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Optimal stochastic control (93E20)

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