Stochastic control and mathematical modeling : applications in economics

"This is a concise and elementary introduction to stochastic control and mathematical modeling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It i...

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Bibliographic Details
Main Author : Morimoto Hiroaki (Auteur)
Format : Book
Language : anglais
Title statement : Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto
Published : New York : Cambridge University Press , cop. 2010
Physical Description : 1 vol. (XIII-325 p.)
Series : Encyclopedia of mathematics and its applications ; 131
Subjects :
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