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Stochastic Control and Mathematical Modeling Applications in Economics Morimoto

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BIC Subject Area 1
Stochastics [PBWL]
BIC Subject Area 2
Mathematical modelling [PBWH]
ISBN
9780521195034
Publication Year
2010
Type
Textbook
Format
Hardcover
Language
English
Publication Name
Stochastic Control and Mathematical Modeling: Applications in Economics
Item Height
241mm
Author
Hiroaki Morimoto
Publisher
Cambridge University Press
Item Width
163mm
Subject
Economics, Mathematics
Item Weight
610g
Number of Pages
340 Pages

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Product Information

This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.

Product Identifiers

Publisher
Cambridge University Press
ISBN-13
9780521195034
eBay Product ID (ePID)
90218447

Product Key Features

Author
Hiroaki Morimoto
Publication Name
Stochastic Control and Mathematical Modeling: Applications in Economics
Format
Hardcover
Language
English
Subject
Economics, Mathematics
Publication Year
2010
Type
Textbook
Number of Pages
340 Pages

Dimensions

Item Height
241mm
Item Width
163mm
Item Weight
610g

Additional Product Features

Title_Author
Hiroaki Morimoto
Series Title
Encyclopedia of Mathematics and Its Applications
Country/Region of Manufacture
United Kingdom

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