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Stochastic Optimization in Continuou...

Chang, Fwu-Ranq.

Stochastic Optimization in Continuous Time.[electronic resource].

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.015192
書名/作者:	Stochastic Optimization in Continuous Time.
作者:	Chang, Fwu-Ranq.
出版者:	Cambridge : : Cambridge University Press,, 2004.
面頁冊數:	346 p.
標題:	Economics.
ISBN:	9780511616747 (electronic bk.)
ISBN:	9780521834063 (print)
內容註:	Cover; Half-title; Title; Copyright; Dedication; Contents; List of Figures; Preface; 1 Probability Theory; 2 Wiener Processes; 3 Stochastic Calculus; 4 Stochastic Dynamic Programming; 5 How to Solve it; 6 Boundaries and Absorbing Barriers; APPENDIX A Miscellaneous Applications and Exercises; Bibliography; Index
摘要、提要註:	This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.
電子資源:	Click here to view book

Stochastic Optimization in Continuous Time.[electronic resource].
Chang, Fwu-Ranq.

Stochastic Optimization in Continuous Time.[electronic resource]. - Cambridge :Cambridge University Press,2004. - 346 p.

Cover; Half-title; Title; Copyright; Dedication; Contents; List of Figures; Preface; 1 Probability Theory; 2 Wiener Processes; 3 Stochastic Calculus; 4 Stochastic Dynamic Programming; 5 How to Solve it; 6 Boundaries and Absorbing Barriers; APPENDIX A Miscellaneous Applications and Exercises; Bibliography; Index

This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511616747 (electronic bk.)Subjects--Topical Terms:

172164
Economics.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HB135 .C444 2004eb

Dewey Class. No.: 330.015192

Stochastic Optimization in Continuous Time.[electronic resource].
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300 $a 346 p.
505 0 $a Cover; Half-title; Title; Copyright; Dedication; Contents; List of Figures; Preface; 1 Probability Theory; 2 Wiener Processes; 3 Stochastic Calculus; 4 Stochastic Dynamic Programming; 5 How to Solve it; 6 Boundaries and Absorbing Barriers; APPENDIX A Miscellaneous Applications and Exercises; Bibliography; Index
520 $a This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.
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538 $a Mode of access: World Wide Web.
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655 7 $a Electronic books. $2 local $3 336502
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