Stochastic control and mathematical modeling: applications in economics/
Hiroaki Morimoto.
- Cambridge; New York: Cambridge University Press, 2010.
- xiii, 325 p.; 25 cm.
- Encyclopedia of mathematics and its applications; [131] .
- Encyclopedia of mathematics and its applications; v. 131. .
Series numbering from jacket.
Includes bibliographical references and index.
9780521195034 (hardback) 0521195039 (hardback)
2009042538
GBA9A4019 bnb
Stochastic control theory. Optimal stopping (Mathematical statistics) Stochastic differential equations