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The Resource Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto
Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto
Resource Information
The item Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.This item is available to borrow from all library branches.
Resource Information
The item Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Boston University Libraries.
This item is available to borrow from all library branches.
 Summary
 "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 nonlinear 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 HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials"Provided by publisher
 Language
 eng
 Extent
 xiii, 325 pages
 Note
 Series numbering from jacket
 Contents

 Stochastic calculus and optimal control theory
 Foundations of stochastic calculus
 Stochastic differential equations: weak formulation
 Dynamic programming
 Viscosity solutions of HamiltonJacobiBellman equations
 Classical solutions of HamiltonJacobiBellman equations
 Applications to mathematical models in economics
 Production planning and inventory
 Optimal consumption/investment models
 Optimal exploitation of renewable resources
 Optimal consumption models in economic growth
 Optimal pollution control with longrun average criteria
 Optimal stopping problems
 Investment and exit decisions
 Appendices
 A. Dini's theorem
 B. The StoneWeierstrass theorem
 C. The Riesz representation theorem
 D. Rademacher's theorem
 E. Vitali's covering theorem
 F. The area formula
 G. The Brouwer fixed point theorem
 H. The AscoliArzelĂ theorem
 Isbn
 9780521195034
 Label
 Stochastic control and mathematical modeling : applications in economics
 Title
 Stochastic control and mathematical modeling
 Title remainder
 applications in economics
 Statement of responsibility
 Hiroaki Morimoto
 Language
 eng
 Summary
 "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 nonlinear 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 HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials"Provided by publisher
 Cataloging source
 DLC
 http://library.link/vocab/creatorDate
 1945
 http://library.link/vocab/creatorName
 Morimoto, Hiroaki
 Index
 index present
 LC call number
 QA402.37
 LC item number
 .M67 2010
 Literary form
 non fiction
 Nature of contents
 bibliography
 Series statement
 Encyclopedia of mathematics and its applications
 Series volume
 [131]
 http://library.link/vocab/subjectName

 Stochastic control theory
 Optimal stopping (Mathematical statistics)
 Stochastic differential equations
 Optimal stopping (Mathematical statistics)
 Stochastic control theory
 Stochastic differential equations
 Label
 Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto
 Note
 Series numbering from jacket
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Stochastic calculus and optimal control theory  Foundations of stochastic calculus  Stochastic differential equations: weak formulation  Dynamic programming  Viscosity solutions of HamiltonJacobiBellman equations  Classical solutions of HamiltonJacobiBellman equations  Applications to mathematical models in economics  Production planning and inventory  Optimal consumption/investment models  Optimal exploitation of renewable resources  Optimal consumption models in economic growth  Optimal pollution control with longrun average criteria  Optimal stopping problems  Investment and exit decisions  Appendices  A. Dini's theorem  B. The StoneWeierstrass theorem  C. The Riesz representation theorem  D. Rademacher's theorem  E. Vitali's covering theorem  F. The area formula  G. The Brouwer fixed point theorem  H. The AscoliArzelĂ theorem
 Dimensions
 25 cm.
 Extent
 xiii, 325 pages
 Isbn
 9780521195034
 Isbn Type
 (hardback)
 Lccn
 2009042538
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 System control number

 (OCoLC)432978898
 (OCoLC)ocn432978898
 Label
 Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto
 Note
 Series numbering from jacket
 Bibliography note
 Includes bibliographical references and index
 Carrier category
 volume
 Carrier category code

 nc
 Carrier MARC source
 rdacarrier
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Stochastic calculus and optimal control theory  Foundations of stochastic calculus  Stochastic differential equations: weak formulation  Dynamic programming  Viscosity solutions of HamiltonJacobiBellman equations  Classical solutions of HamiltonJacobiBellman equations  Applications to mathematical models in economics  Production planning and inventory  Optimal consumption/investment models  Optimal exploitation of renewable resources  Optimal consumption models in economic growth  Optimal pollution control with longrun average criteria  Optimal stopping problems  Investment and exit decisions  Appendices  A. Dini's theorem  B. The StoneWeierstrass theorem  C. The Riesz representation theorem  D. Rademacher's theorem  E. Vitali's covering theorem  F. The area formula  G. The Brouwer fixed point theorem  H. The AscoliArzelĂ theorem
 Dimensions
 25 cm.
 Extent
 xiii, 325 pages
 Isbn
 9780521195034
 Isbn Type
 (hardback)
 Lccn
 2009042538
 Media category
 unmediated
 Media MARC source
 rdamedia
 Media type code

 n
 System control number

 (OCoLC)432978898
 (OCoLC)ocn432978898
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.bu.edu/portal/Stochasticcontrolandmathematicalmodeling/jTvaTZt7DRo/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.bu.edu/portal/Stochasticcontrolandmathematicalmodeling/jTvaTZt7DRo/">Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.bu.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.bu.edu/">Boston University Libraries</a></span></span></span></span></div>