Stochastic Optimization in Continuous Time (English, Fwu-Ranq Chang)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521834063
ISBN-10
0521834066
Author
Fwu-Ranq Chang
About the Book
Most of the current books on stochastic control theory are written for students in mathematics or finance. This introduction is designed, however, for those interested in the relevance and applications of the theory's mathematical principles to economics. Therefore, mathematical methods are discussed intuitively and illustrated with economic examples. More importantly, mathematical concepts are introduced in language and terminology familiar to g…
ISBN: 9780521834063
ISBN-13: 9780521834063
ISBN-10: 0521834066
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Product ID: isbn-9780521834063
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