Stochastic control and mathematical modeling : applications in economics /

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:	xiii, 325 p. ; 25 cm.
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.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/7933554

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ISBN:	9780521195034 (hardback) 0521195039 (hardback)
Notes:	Series numbering from jacket. Includes bibliographical references and index.
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.

Eckhart

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Call Number:	QA402.37.M67 2010
c.1	Available Loan period: standard loan Request for Pickup Need help? - Ask a Librarian