Synopsis
This is an introduction to stochastic control theory with applications to economics, first published in 2004.
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Review
Review of the hardback: 'The book is well written and should prove useful in graduate courses for economists and also in courses for other professionals who are willing to go into the mathematics of economic models.' Zentralblatt MATH
Book Description
First published in 2004, 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.
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International Edition
Stochastic Optimization in Continuous Time
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Spain: Cambridge Univ Pr, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Soft cover. Condition: New. Dust Jacket Condition: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-10691156957
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Stochastic Optimization in Continuous Time
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Cambridge University Press, New York, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Trade paperback. Condition: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). Glued binding. 348 p. Audience: General/trade. Seller Inventory # K3140000409
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Stochastic Optimization in Continuous Time
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Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Paperback. Condition: Brand New. 1st edition. 348 pages. 8.75x6.00x0.75 inches. In Stock. This item is printed on demand. Seller Inventory # __0521541948
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Stochastic Optimization in Continuous Time (Paperback)
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Cambridge University Press, Cambridge, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Paperback
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Paperback. Condition: new. Paperback. First published in 2004, 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. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions. First published in 2004, 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521541947
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Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Cambridge University Press 2009-09-15, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Paperback. Condition: Brand New. 1st edition. 348 pages. 8.75x6.00x0.75 inches. In Stock. Seller Inventory # x-0521541948
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International Edition
STOCHASTIC OPTIMIZATION IN CONTINUOUS TIME (PB 2009)
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SP CAMBRIDGE UNIVERSITY PRESS, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Condition: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 7-12 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability. Seller Inventory # CVS 9780521541947
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