Viscosity solutions.

Applied stochastic control of jump diffusions / by: (Language materials, printed)

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

Large deviations for stochastic processes / by: (Language materials, printed)

Applied Stochastic Control of Jump Diffusions by: (Language materials, printed)

Applied stochastic control of jump diffusions / by: (Language materials, printed)

Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations by: (Language materials, printed)

Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations / by: (Language materials, printed)

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

Markov processes.

Large deviations.

Operator Theory.

Probability Theory and Stochastic Processes.

Operations Research, Management Science.

Mathematics.

Operations Research, Mathematical Programming.

Quantitative Finance.

Systems Theory, Control.

Stochastic control theory.

Stochastic processes.

Viscosity solutions.

Calculus of Variations and Optimal Control; Optimization.

Semigroups of operators.

Control theory.

Differential games.