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Stochastic Optimization in Continuous Time.$c Fwu-Ranq Chang

This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.

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  • "This is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics."@en

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  • "Livres électroniques"
  • "Electronic books"@en
  • "Leermiddelen (vorm)"

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  • "Stochastic Optimization in Continuous Time.$c Fwu-Ranq Chang"@en
  • "Stochastic optimization in continuous time"
  • "Stochastic optimization in continuous time"@en