Stochastic control and mathematical modeling : applications in economics /

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Bibliographic Details
Author / Creator:	Morimoto, Hiroaki, 1945-
Imprint:	Cambridge ; New York : Cambridge University Press, 2010.
Description:	1 online resource (xiii, 325 pages)
Language:	English
Series:	Encyclopedia of mathematics and its applications ; [131] Encyclopedia of mathematics and its applications ; v. 131.
Subject:	Stochastic control theory. Optimal stopping (Mathematical statistics) Stochastic differential equations. Optimal stopping (Mathematical statistics) Stochastic control theory. Stochastic differential equations. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11831893

Hidden Bibliographic Details
ISBN:	9781107086975 1107086973 1139087355 9781139087353 9781107093195 1107093198 9780521195034 0521195039 9781139087353
Notes:	Series numbering from jacket. Includes bibliographical references and index. Print version record.
Summary:	"This is a concise and elementary introduction to stochastic control and mathematical modeling. 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 HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials"--Provided by publisher.
Other form:	Print version: Morimoto, Hiroaki, 1945- Stochastic control and mathematical modeling 9780521195034

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