Morimoto, Hiroaki. ,

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

9780521195034 0521195039


Stochastic control theory.
Optimal stopping (Mathematical statistics).
Stochastic differential equations.

QA402.37 / .M67 2010