This book is an introduction to optimal stochastic control for continuous time Markov processes and the theory of viscosity solutions.

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - ...

Interfaces are geometrical objects modelling free or moving boundaries and arise in a wide range of phase change problems in physical and biological sciences, particularly in material technology and in dynamics of patterns.

This paper considers an infinite horizon stochastic production planning problem with demand assumed to be a continuous-time Markov processs.