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Stochastic Optimization in Continuou...

Ebooks Corporation.

Stochastic Optimization in Continuous Time.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic Optimization in Continuous Time./
Author:	Chang, Fwu-Ranq.
Published:	Cambridge :Cambridge University Press, : 2004.,
Description:	346 p.
Subject:	Economics. -
Online resource:	Click here to view book
ISBN:	9780511616747 (electronic bk.)

Stochastic Optimization in Continuous Time.
Chang, Fwu-Ranq.

Stochastic Optimization in Continuous Time.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 346 p.

Cover; Half-title; Title; Copyright; Dedication; Contents; List of Figures; Preface; 1 Probability Theory; 2 Wiener Processes; 3 Stochastic Calculus; 4 Stochastic Dynamic Programming; 5 How to Solve it; 6 Boundaries and Absorbing Barriers; APPENDIX A Miscellaneous Applications and Exercises; Bibliography; Index

This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511616747 (electronic bk.)Subjects--Topical Terms:

131178
Economics.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HB135 .C444 2004eb

Dewey Class. No.: 330.015192

Stochastic Optimization in Continuous Time.
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082 0 0 $a 330.015192 $a 330/.01/51923
100 1 $a Chang, Fwu-Ranq. $3 277948
245 1 0 $a Stochastic Optimization in Continuous Time. $h [electronic resource].
260 $a Cambridge : $c 2004. $b Cambridge University Press,
300 $a 346 p.
505 0 $a Cover; Half-title; Title; Copyright; Dedication; Contents; List of Figures; Preface; 1 Probability Theory; 2 Wiener Processes; 3 Stochastic Calculus; 4 Stochastic Dynamic Programming; 5 How to Solve it; 6 Boundaries and Absorbing Barriers; APPENDIX A Miscellaneous Applications and Exercises; Bibliography; Index
520 $a This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Economics. $3 131178
655 7 $a Electronic books. $2 local. $3 96803
710 2 $a Ebooks Corporation. $3 197505
776 1 $z 9780521834063
856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511616747

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