Stochastic Optimization in Continuous Time

Stochastic Optimization in Continuous Time

by Fwu - Ranq Chang (Author)

Synopsis

This is an introduction to stochastic control theory with applications to economics, first published in 2004.

$86.42

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 346
Publisher: Cambridge University Press
Published: 26 Apr 2004

ISBN 10: 0521834066
ISBN 13: 9780521834063