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Stochastic Control and Mathematical Modeling: Applications in Economics (Encyclopedia of Mathematics and its Applications)

Hiroaki Morimoto




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 | #3800874 in eBooks |  2010-01-29 |  2010-01-29 | File type: PDF

|| |"This book provides an excellent introduction to controlled diffusions and their economic applications and it is self-contained..."
Vivek S. Borkar, Mathematical s

"As the title indicates, the author's presentation is clearly focussed on eco

This is a concise and elementary introduction to stochastic control and mathematical modelling. 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 is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, ...

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