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Continuous-time Stochastic Control and Optimization with Financial Applications (Stochastic Modelling and Applied Probability)
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Continuous-Time Stochastic Control and Optimiza... 3540894993 Book Cover

Continuous-Time Stochastic Control and Optimiza...

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Edition Description

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control.

This volume...

Edition Details
Format:Hardcover
Language:English
ISBN:3540894993
Format: Hardcover
Condition:
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89.99
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