Stochastic Optimization in Continuous Time
Book Details
Format
Paperback / Softback
ISBN-10
0521541948
ISBN-13
9780521541947
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 1st, 2009
Print length
348 Pages
Weight
552 grams
Dimensions
23.00 x 15.50 x 2.20 cms
Product Classification:
Econometrics
Ksh 8,100.00
Manufactured on Demand
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First published in 2004, 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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