Stochastic Optimization in Continuous Time
Fwu-Ranq (Professor of Economics, Indiana University, Bloomington) Chang
Cambridge University Press, 2004
94,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9780521834063
- ISBN-10
- 0521834066
- Publisher
- Cambridge University Press
- Year
- 2004
- Publication date
- 2004-04-26
- Pages
- 346
- Dimensions
- 158x236x27
- Weight
- 632