Stochastic Optimization in Continuous Time

Auteur: Chang, Fwu-Ranq (Professor of Economics, Indiana University, Bloomington)
Editeur: Cambridge University Press
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.
Sur commande
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.
ISBN / EAN 9780521834063
Auteur Chang, Fwu-Ranq (Professor of Economics, Indiana University, Bloomington)
Editeur Cambridge University Press