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Continuous-time stochastic control and optimization with financial applications /

Bibliographic Details
Main Author: Pham, Huyên
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin ; Heidelberg : Springer-Verlag, [2009]
Series:Stochastic modelling and applied probability ; 61.
Subjects:
Business mathematics.
Mathematical optimization.
Stochastic control theory.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Item Description:Electronic resource.
Bibliography:Includes bibliographical references and index.
ISBN:3540895000
9783540895008
DOI:10.1007/978-3-540-89500-8