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Viac informácií o knihe Stochastic Control and Mathematical Modeling

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Stochastic Control and Mathematical Modeling
• Podnázov: Applications in Economics
• Autor: Hiroaki Morimoto
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 340
• EAN: 9780521195034
• ISBN: 0521195039
• ID: 04378385
• Nakladateľ: Cambridge University Press
• Hmotnosť: 614 g
• Rozmery: 243 × 164 × 26 mm
• Dátum vydania: 29. January 2010

Obľúbené z iného súdka

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