The Resource Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto

Stochastic control and mathematical modeling : applications in economics, Hiroaki Morimoto

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
Creator
Subject
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 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 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
Member of
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
Instantiates
Publication
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 Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman 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 long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass 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 Ascoli-Arzelà 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
Publication
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 Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman 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 long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass 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 Ascoli-Arzelà 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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