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Stochastic Optimization in Continuous Time - Fwu-Ranq Chang

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2009-07-31
93,32 € 124,43 €

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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 i ... Visas aprašymas

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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.

Daugiau informacijos

Autorius Fwu-Ranq Chang
Leidėjas Cambridge University Press
Išleidimo metai 2009
Viršelio tipas Minkšti viršeliai
EAN 9780521541947
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93,32 € 124,43 €