Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto.

• Material Type: 図書
• ISBN: 9780521195034 (hardback)
• Title: Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto.
• Series Title: Encyclopedia of mathematics and its applications ; [131]
• Author Heading: 森本, 宏明, 1945- モリモト, ヒロアキ, 1945- ( 00364044 )Authorities
• Publication, Distribution, etc.: Cambridge : Cambridge University Press
• Publication Date: 2010.
• Publication Date (W3CDTF): 2010
• Extent: xiii, 325 p. ; 25 cm.
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Subject Heading: Stochastic control theory.; Optimal stopping (Mathematical statistics); Stochastic differential equations.
• LCC: QA402.37
• DDC: 629.8/312
• NDLC: MA216
• Note (General): Series numbering from jacket.; Related URL: Cover image http: //assets.cambridge.org/97805211/95034/cover/9780521195034.jpg.
• Note (Bibliography): Includes bibliographical references and index.
• Holding library: 国立国会図書館
• Call No.: MA216-B45
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000010775878; http://id.ndl.go.jp/bib/000010775878
• LC Control Number: 2009042538; https://lccn.loc.gov/2009042538
• OCLC No.: 432978898; https://www.worldcat.org/oclc/432978898
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: Stochastic calculus and optimal control theoryFoundations of stochastic calculusStochastic differential equations: weak formulation...
• Summary, etc.: "This is a concise and elementary introduction to stochastic control and mathematical modeling. This book is designed for researchers in stochastic co...