Stochastic Optimization in Continuous Time
Fwu-Ranq Chang
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.
年:
2004
出版社:
Cambridge University Press
语言:
english
页:
346
ISBN 10:
0511196008
ISBN 13:
9780521834063
文件:
PDF, 1.88 MB
IPFS:
,
english, 2004