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Stochastic Optimization in Continuous Time Chang, Fwu-Ranq (Professor of Economics, Indiana University, Bloomington)
Stochastic Optimization in Continuous Time
Chang, Fwu-Ranq (Professor of Economics, Indiana University, Bloomington)
First published in 2004, 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.
348 pages
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 1, 2009 |
| ISBN13 | 9780521541947 |
| Publishers | Cambridge University Press |
| Pages | 348 |
| Dimensions | 155 × 230 × 22 mm · 552 g |
| Language | English |