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Stochastic control and mathematical modeling : applications in economics /

Morimoto, Hiroaki. ,

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. - xiii, 325 pages ; 25 cm. - Encyclopedia of mathematics and its applications ; 131 .

ISBN: 9780521195034 0521195039

Subjects--Topical Terms:
Stochastic control theory.
Optimal stopping (Mathematical statistics).
Stochastic differential equations.

LC Class. No.: QA402.37 / .M67 2010

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