Stochastic optimization in continuous time / / Fwu-Ranq Chang |
Autore | Chang Fwu-Ranq <1947-> |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Cambridge, UK ; ; New York, : Cambridge University Press, 2004 |
Descrizione fisica | 1 online resource (xvi, 326 pages) : digital, PDF file(s) |
Disciplina | 330/.01/51923 |
Soggetto topico |
Economics - Mathematical models
Stochastic control theory |
ISBN |
1-107-14940-1
1-280-47792-X 0-511-19534-6 0-511-19600-8 0-511-19394-7 0-511-31435-3 0-511-61674-0 0-511-19468-4 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Cover; Half-title; Title; Copyright; Dedication; Contents; List of Figures; Preface; 1 Probability Theory; 2 Wiener Processes; 3 Stochastic Calculus; 4 Stochastic Dynamic Programming; 5 How to Solve it; 6 Boundaries and Absorbing Barriers; APPENDIX A Miscellaneous Applications and Exercises; Bibliography; Index |
Record Nr. | UNINA-9910818331503321 |
Chang Fwu-Ranq <1947-> | ||
Cambridge, UK ; ; New York, : Cambridge University Press, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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