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Stochastic Optimization in Continuous Time - Fwu-Ranq Chang

angļu valoda
2009-07-31
87,10 € 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 ... Pilns apraksts

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Aprašymas

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.

Vairāk informācijas

Autors Fwu-Ranq Chang
Izdevējs Cambridge University Press
Izlaides gads 2009
Vāka tips Mīkstais vāks
EAN 9780521541947
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87,10 € 124,43 €