Stochastic Control and Mathematical Modeling

Name: Stochastic Control and Mathematical Modeling
Brand: Cambridge University Press
SKU: 9780521195034
Price: 913.16 RON
Availability: InStock

Applications in Economics

Autor: Hiroaki Morimoto

Limbă:

Legare: Copertă tare

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

Expediem în 14-21 zile

913.16 lei

This is a concise and elementary introduction to stochastic control and mathematical modelling. This...

Informații despre carte

Autor

Hiroaki Morimoto

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2010

Pagini

340

EAN

9780521195034

ISBN

0521195039

Enbook ID

04378385

Editura

Cambridge University Press

Greutate

614

Dimensiuni

164 x 243 x 26

Descriere completă

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.

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Cele mai căutate

Categories

Authors

Publishers

Produse

Produse

Stochastic Control and Mathematical Modeling

Applications in Economics

Informații despre carte

Descriere completă

S-ar putea să te intereseze

Clienții care au cumpărat această carte au mai cumpărat și