Stochastic Optimization in Continuous Time - Fwu-Ranq Chang
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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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| Autors | Fwu-Ranq Chang |
|---|---|
| Izdevējs | Cambridge University Press |
| Izlaides gads | 2009 |
| Vāka tips | Mīkstais vāks |
| EAN | 9780521541947 |