Stochastic Optimization in Continuous Time
Book Details
Format
Hardback or Cased Book
ISBN-10
0521834066
ISBN-13
9780521834063
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Apr 26th, 2004
Print length
346 Pages
Weight
632 grams
Dimensions
15.80 x 23.60 x 2.70 cms
Product Classification:
Econometrics
Ksh 10,700.00
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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