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.
Clasificación: | Libro Electrónico |
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Autor principal: | Chang, Fwu-Ranq, 1947- |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2004.
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Temas: | |
Acceso en línea: | Texto completo |
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