Stochastic control and mathematical modeling : applications in economics : hbk

Material type: 図書

Author: Hiroaki Morimoto

Publisher: Cambridge University Press

Publication date: 2010

Material Format: Paper

Capacity, size, etc.: 24 cm

NDC: -

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Note (General)：: Includes bibliographical references (p. 317-322) and indexSummary: "This is a concise and elementary introduction to stochastic control and mathematic...

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Encyclopedia of mathematics and its applications

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Paper

Material Type: 図書
ISBN: 9780521195034
Title: Stochastic control and mathematical modeling : applications in economics
Volume: : hbk
Author/Editor: Hiroaki Morimoto
Author Heading: 森本, 宏明モリモト, ヒロアキ
https://ci.nii.ac.jp/author/DA07341779
Publication, Distribution, etc.: Cambridge University Press
Publication Date: 2010
Publication Date (W3CDTF): 2010
Size: 24 cm
Place of Publication (Country Code): uk
Text Language Code: en
Subject Heading: Stochastic control theory
Optimal stopping (Mathematical statistics)
Stochastic differential equations
LCC: QA402.37
Target Audience: 一般
Note (General): Includes bibliographical references (p. 317-322) and index
Summary: "This is a concise and elementary introduction to stochastic control and mathematical modeling. 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 HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials"--Provided by publisher
Related Material: Encyclopedia of mathematics and its applications
https://cir.nii.ac.jp/crid/1130282273100627840
Related Material (URI): https://ci.nii.ac.jp/ncid/BB01127824#entity
https://lccn.loc.gov/2009042538
Periodical Title: Encyclopedia of mathematics and its applications
https://cir.nii.ac.jp/crid/1130282273100627840
Data Provider (Database): 国立情報学研究所 : CiNii Research
Original Data Provider (Database): CiNii Books
https://ci.nii.ac.jp/books
NCID: https://ci.nii.ac.jp/ncid/BB01127824 : BB01127824
LC Control Number: 2009042538
https://lccn.loc.gov/2009042538