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Cover of Stochastic Optimization in Continuous Time

Stochastic Optimization in Continuous Time

by Fwu-Ranq Chang

Cambridge University Press

₹5,373

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9780521834063
ISBN-10
0521834066
Author
Fwu-Ranq Chang
Condition
New
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