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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Stochastic Optimization in Continuous Time
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Spain: Cambridge Univ Pr, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
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