Wendell Fleming Books
Deterministic and Stochastic Optimal Control
The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion pro...
Read More
Stochastic Differential Systems Stochastic Control Theory and Applications
By Wendell Fleming Pierre Louis Lions
This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a...
Read More
Functions of Several Variables
This new edition of FUNCTIONS OF SEVERAL VARIABLES is an extensive revision. Like the first edition it presents a thorough introduction to differential and integral calculus, including the integrat...
Read More