Stochastic optimization in continuous time /

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This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Chang, Fwu-Ranq, 1947-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge, UK ; New York : Cambridge University Press, 2004.
Temas:
Economics > Mathematical models.
Stochastic control theory.
Économie politique > Modèles mathématiques.
Commande stochastique.
BUSINESS & ECONOMICS > Economics > Theory.
Economics > Mathematical models
Stochastic control theory
Stochastische programmering.
Stochastische analyse.
Maattheorie.
Wiskundige economie.
Acceso en línea:Texto completo
Descripción
Sumario:This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.
Descripción Física:1 online resource (xvi, 326 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 309-316) and index.
ISBN:0511193947
9780511193941
9781280477928
0521834066
9780521834063
0511196008
9780511196003
0511194684
9780511194689
0511195346
9780511195341
9780511616747
0511616740
128047792X
1107149401
9781107149403
0511314353
9780511314353

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