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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time Hardback - 2004

by Fwu-Ranq Chang

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From the publisher

Most of the current books on stochastic control theory are written for students in mathematics or finance. This introduction is designed, however, for those interested in the relevance and applications of the theory's mathematical principles to economics. Therefore, mathematical methods are discussed intuitively and illustrated with economic examples. More importantly, mathematical concepts are introduced in language and terminology familiar to graduate students in economics.

First line

In this chapter we introduce probability theory using a measure-theoretic approach.

Details

  • Title Stochastic Optimization in Continuous Time
  • Author Fwu-Ranq Chang
  • Binding Hardback
  • Pages 346
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press
  • Publication date 2004-04-26
  • Features Bibliography, Index
  • ISBN 9780521834063 / 0521834066
  • Weight 1.29 lbs (0.59 kg)
  • Dimensions 9.32 x 5.96 x 0.94 in (23.67 x 15.14 x 2.39 cm)
  • Category Business / Economics / Finance
  • Library of Congress subjects Economics - Mathematical models, Stochastic control theory
  • Library of Congress Catalogue Number 2003061745
  • Dewey Decimal Code 330.015

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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time

by Chang, Fwu-Ranq

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9780521834063 / 0521834066
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Cambridge University Press, 2004. hardcover. Very Good. 6x0x9. NOT ex-library. Pages clean/crisp, no markings. Cover in excellent condition. Slight dirt smudge on top edge. 100% of proceeds go toward promoting literacy in under-served areas of the world.
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Stochastic Optimization in Continuous Time

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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time

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Stochastic Optimization in Continuous Time

Stochastic Optimization in Continuous Time

by Fwu-Ranq Chang

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Hardcover. New. New Book; Fast Shipping from UK; Not signed; Not First Edition; First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminolog
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Stochastic Optimization in Continuous Time

Stochastic Optimization in Continuous Time

by Fwu-Ranq Chang

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9780521834063 / 0521834066
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Hardback. New. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.
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A$128.62
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time

by Chang, Fwu-Ranq

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ISBN 10 / ISBN 13
9780521834063 / 0521834066
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Stochastic Optimization In Continuous Time
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Stochastic Optimization In Continuous Time

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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time

by Chang, Fwu-Ranq

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Stochastic Optimization In Continuous Time
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Stochastic Optimization In Continuous Time

by Chang, Fwu-Ranq,

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Stochastic Optimization in Continuous Time
Stock photo: cover may vary

Stochastic Optimization in Continuous Time

by Chang, Fwu-Ranq

  • New
  • Hardback
Condition
New
Binding
Hardcover
ISBN 10 / ISBN 13
9780521834063 / 0521834066
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1
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Cambridge University Press, 2004-04-26. hardcover. New. 6.00x1.00x9.00. Buy with confidence. Excellent Customer Service & Return policy.
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