Stochastic Control and Mathematical Modeling - Applications in Economics (Hardcover, New)

This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Encyclopedia of Mathematics and its Applications
Release date:	2010
First published:	2010
Authors:	Hiroaki Morimoto
Dimensions:	241 x 163 x 28mm (L x W x T)
Format:	Hardcover
Pages:	340
Edition:	New
ISBN-13:	978-0-521-19503-4
Categories:	Books > Business & Economics > Economics > Econometrics > Economic statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	0-521-19503-9
Barcode:	9780521195034

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