Stochastic Optimization in Continuous Time
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 graduate students in economics.
1100956767
Stochastic Optimization in Continuous Time
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 graduate students in economics.
88.0
In Stock
5
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Stochastic Optimization in Continuous Time
346
Stochastic Optimization in Continuous Time
346Hardcover(New Edition)
$88.00
88.0
In Stock
Product Details
ISBN-13: | 9780521834063 |
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Publisher: | Cambridge University Press |
Publication date: | 04/26/2004 |
Edition description: | New Edition |
Pages: | 346 |
Product dimensions: | 5.98(w) x 9.02(h) x 0.94(d) |
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