Items related to Stochastic Optimization in Continuous Time
Synopsis
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.
"synopsis" may belong to another edition of this title.
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.
"About this title" may belong to another edition of this title.
- PublisherCambridge University Press
- Publication date2009
- ISBN 10 0521541948
- ISBN 13 9780521541947
- BindingPaperback
- LanguageEnglish
- Number of pages348
Search results for Stochastic Optimization in Continuous Time
International Edition
Stochastic Optimization in Continuous Time
Published by
Spain: Cambridge Univ Pr, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Soft cover
Seller: Sizzler Texts, SAN GABRIEL, CA, U.S.A.
Seller rating 5 out of 5 stars
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
Quantity: 2 available
International Edition
Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, New York, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Trade paperback
Seller: Aideo Books, San Marino, CA, U.S.A.
Seller rating 5 out of 5 stars
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
Quantity: 5 available
Stock Image
Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
Used
Softcover
Seller: Better World Books: West, Reno, NV, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Used book that is in almost brand-new condition. Seller Inventory # 50868948-75
Quantity: 1 available
Stock Image
Stochastic Optimization in Continuous Time
Published by
Cambridge University Press 2009-09-15, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Paperback
Seller: Chiron Media, Wallingford, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Seller Inventory # 6666-IUK-9780521541947
Quantity: 10 available
Stock Image
Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Softcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2416190006468
Quantity: Over 20 available
Stock Image
Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Softcover
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9780521541947_new
Quantity: Over 20 available
Stock Image
Stochastic Optimization in Continuous Time
Print on DemandSeller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 1st edition. 348 pages. 8.75x6.00x0.75 inches. In Stock. This item is printed on demand. Seller Inventory # __0521541948
Quantity: 1 available
Stock Image
Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Softcover
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9780521541947
Quantity: Over 20 available
Stock Image
Stochastic Optimization in Continuous Time (Paperback)
Published by
Cambridge University Press, Cambridge, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
New
Paperback
Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Seller rating 5 out of 5 stars
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
Quantity: 1 available
Stock Image
Stochastic Optimization in Continuous Time
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 1st edition. 348 pages. 8.75x6.00x0.75 inches. In Stock. Seller Inventory # x-0521541948
Quantity: 2 available