Stochastic control and mathematical modeling : applications in economics

Morimoto, Hiroaki

Stochastic control and mathematical modeling : applications in economics - - Cambridge Cambridge University Press 2010 - xii,325 p. 23 cm - Encyclopedia of mathematics and its applications ; 131 .

978-0-5211-9503-4



Mathematics
Stochastic control theory , Optimal stopping(Mathematical statistics) , Stochastic differential equations

519.21Mor

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