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Stochastic Optimization in Continuous Time

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SKU 9780521834063 Categories Business & Management, Products

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.

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Additional information

Description

Product ID:	9780521834063
Product Form:	Hardback
Country of Manufacture:	GB
Title:	Stochastic Optimization in Continuous Time
Authors:	Author: Fwu-Ranq Chang
Page Count:	346
Subjects:	Econometrics and economic statistics, Econometrics
Description:	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.
Imprint Name:	Cambridge University Press
Publisher Name:	Cambridge University Press
Country of Publication:	GB
Publishing Date:	2004-04-26

Additional information

Weight	632 g
Dimensions	158 × 236 × 27 mm

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