Stochastic Optimization in Continuous Time
MIA KARTS BOOKS
Stochastic Optimization in Continuous Time
Book Details
- Author
- Fwu-Ranq Chang
- Publisher
- Cambridge University Press
- Format
- Paperback
- Language
- English
- Category
- Econometrics & Statistics
- Condition
- New
- ISBN-13
- 9780521541947
- ISBN-10
- 0521541948
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ISBN: 0521541948
Author: Chang, Fwu-Ranq
Condition: New
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.
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Stochastic Optimization in Continuous Time
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