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Stochastic control and mathematical modeling : applications in economics
Resource Information
The work ** Stochastic control and mathematical modeling : applications in economics** represents a distinct intellectual or artistic creation found in **Boston University Libraries**. This resource is a combination of several types including: Work, Language Material, Books.

The Resource
Stochastic control and mathematical modeling : applications in economics
Resource Information

The work

**Stochastic control and mathematical modeling : applications in economics**represents a distinct intellectual or artistic creation found in**Boston University Libraries**. This resource is a combination of several types including: Work, Language Material, Books.- Label
- Stochastic control and mathematical modeling : applications in economics

- 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 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

- Cataloging source
- DLC

- 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]

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