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1
by Yin, G. George, Zhang, Qing
Published 2013
Springer New York
Table of Contents: “... for Backward Equations -- Applications:MDPs, Near-optimal Controls, Numerical Methods, and LQG with Switching...”
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2
by Yin, George G., Zhang, Qing
Published 1998
Springer New York
Table of Contents: “... -- A.3 Relaxed Control -- A.4 Viscosity Solutions of HJB Equations -- A.5 Value Functions and Optimal...”
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3
Published 2019
Springer International Publishing
Table of Contents: “... Optimal Control Problems and Related Issues -- Regime-Switching Jump Diusions with Non-Lipschitz Coecients...”