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Stochastic Optimization in Continuous Time
Barnes and Noble
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Stochastic Optimization in Continuous Time in Franklin, TN
Current price: $55.99

Barnes and Noble
Stochastic Optimization in Continuous Time in Franklin, TN
Current price: $55.99
Loading Inventory...
Size: OS
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.
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.