Stochastic Optimization in Continuous Time - Fwu-Ranq Chang
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Most of the current books on stochastic control theory are written for students in mathematics or finance. This introduction is designed, however, for those interested in the relevance and applications of the theory's mathematical principles to economics. Therefore, mathematical methods are discussed intuitively and illustrated with economic examples. More importantly, mathematical concepts are introduced i ... Full description
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Description
More Information
| Author | Fwu-Ranq Chang |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2009 |
| Cover type | Softcover |
| EAN | 9780521541947 |