Stochastic control and mathematical modeling : applications in economics /

"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 i...

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Bibliographic Details

Main Author:	Morimoto, Hiroaki, 1945-
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2010.
Series:	Encyclopedia of mathematics and its applications ; v. 131.
Subjects:	Stochastic control theory. Optimal stopping (Mathematical statistics) Stochastic differential equations.
Online Access:	Cover image