Stochastic control and mathematical modeling: applications in economics
Auteur :
Morimoto, Hiroaki
Éditeur :
Cambridge University Press
ISBN :
9780521195034
Date de publication :
29 janv. 2010
Dimensions :
24,1 x 16,3 x 2,8 cm
Poids :
610 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This concise and elementary introduction to stochastic control and mathematical modelling is designed for researchers in stochastic control theory studying its application in mathematical economics, and for interested economics researchers. Also suitable for graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.