Stochastic Control and Mathematical Modeling

by Hiroaki Morimoto

Book Overview

This is a concise and elementary introduction to stochastic control and mathematical modeling. 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...

• Format: Hardcover
• Language: English
• ISBN: 0521195039
• ISBN13: 9780521195034
• Release Date: January 2010
• Publisher: Cambridge University Press
• Length: 340 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 6.2" x 9.3"