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Stochastic optimization in continuous time /

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:
Acceso en línea:Texto completo