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From the Publisher"This book provides an excellent introduction to controlled diffusions and their economic applications and it is self-contained..."
Vivek S. Borkar, Mathematical Reviews
"As the title indicates, the author’s presentation is clearly focussed on economics and provides neither exercises nor questions for further investigation. However, the chapters should allow the reader to identify future research areas. As such the text has much to commend it and the time taken to understand the material presented will reap benefits. For those interested in theoretical expositions, this is a text that I can recommend."
Carl M. O’Brien, International Statistical Review