Stochastic Control and Mathematical Modeling : Applications in Economics
Book Details
Format
Hardback or Cased Book
Book Series
Encyclopedia of Mathematics and its Applications
ISBN-10
0521195039
ISBN-13
9780521195034
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 29th, 2010
Print length
340 Pages
Weight
614 grams
Dimensions
24.30 x 16.40 x 2.60 cms
Product Classification:
Econometrics and economic statisticsEconomic statisticsMathematical modellingStochastics
Ksh 24,100.00
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This concise and elementary introduction to stochastic control and mathematical modelling is designed for researchers in stochastic control theory studying its application in mathematical economics, and for interested economics researchers. Also suitable for graduate students in applied mathematics, mathematical economics, and non-linear PDE theory.
This is a concise and elementary introduction to stochastic control and mathematical modelling. 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 Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.
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