Stochastic Optimization In Continuous Time(1st Edition)
Authors:
Fwu Ranq Chang
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Book details
ISBN: 0521541948, 978-0521541947
Book publisher: Cambridge University Press
Book Price $0 : 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 In Language And Terminology Familiar To Graduate Students In Economics.
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