Stochastic optimization in continuous time
Auteur :
Chang, Fwu-Ranq
Éditeur :
Cambridge University Press
ISBN :
9780521834063
Date de publication :
26 avr. 2004
Dimensions :
22,9 x 15,2 x 2,4 cm
Poids :
680 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
First published in 2004, 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.