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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.
346 pages, 8 line figures
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 26, 2004 |
| ISBN13 | 9780521834063 |
| Publishers | Cambridge University Press |
| Pages | 346 |
| Dimensions | 236 × 158 × 27 mm · 632 g |
| Language | English |
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