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Stochastic control and mathematical modeling : applications in economics /

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Bibliografiske detaljer
Hovedforfatter:	Morimoto, Hiroaki
Format:	Printed Book
Sprog:	English
Udgivet:	Cambridge ; New York : Cambridge University Press, 2010.
Serier:	Encyclopedia of mathematics and its applications ; [131]
Fag:	Stochastic control theory. Optimal stopping (Mathematical statistics) Stochastic differential equations.

Lignende værker

Stochastic control and mathematical modeling: applications in economics
af: Morimoto, Hiroaki
Udgivet: (2010)

Optimal estimation : with an introduction to stochastic control theory /
af: Lewis, Frank L.
Udgivet: (1986)

Optimization over time : dynamic programming and stochastic control. V.1 / /
af: Whittle, Peter
Udgivet: (1982)

Stochastic control in discrete and continuous time /
af: Seierstad, Atle
Udgivet: (2009)

Optimal stochastic control, stochastic target problems, and backward SDE /
af: Touzi, Nizar
Udgivet: (2013)

Numerical methods for stochastic control problems in continuous time .-2nded./
af: Kushner, Harold J.
Udgivet: (2001)

Weak convergence methods and singularly perturbed stochastic control and filtering problems /
af: Kushner, Harold J.
Udgivet: (1990)

Stochastic optimization.
af: Schneider, Johannes J.
Udgivet: (2006)

Stochastic differential equations : an introduction with applications /
af: Øksendal, B. K.
Udgivet: (2013)

Stochastic differential equations and their applications /
af: Mao, Xuerong
Udgivet: (1997)

Stochastic differential equations
af: Arnold, L.
Udgivet: (1974)

Stochastic differential equations /
af: Cecconi, Jaures P.,ed
Udgivet: (2010)

Stochastic control and mathematical modeling
af: Morimoto Hiroaki
Udgivet: (2010)

Stochastic differential equations in infinite dimensions: with applications to stochastic partial differential equations/
af: Gawarecki, Leszek
Udgivet: (2011)

Introduction to stochastic differential equations /
af: Gard, T. C.
Udgivet: (1988)

Stochastic differential equations and applications.V.2 /
af: Friedman, Avner
Udgivet: (1975)

Stochastic differential equations:.-6th ed. an introduction with applications
af: Oksendal, Bernt
Udgivet: (2003)

Stochastic numerics for mathematical physics
af: Milestein, G.N
Udgivet: (2004)

Backward stochastic differential equations with jumps and their actuarial and financial applications : BSDEs with jumps /
af: Delong, Łukasz
Udgivet: (2013)

Stochastic differential equations and applications
af: Friedman, Avner
Udgivet: (1976)

Stochastic Calculus and Stochastic Models
af: McShane, E, J, (McShane, E, J)
Udgivet: (1974)

Controlled Stochastic Processes
af: Gihman, I, I, (Gihman, I, I)
Udgivet: (1979)

Stochastic Analysis
Udgivet: (1978)

Stochastic differential equations and their applications
af: Mao, Xuerong
Udgivet: (1997)

Stochastic integration and differential equations /
af: Protter, Philip E.
Udgivet: (1990)

Stochastic methods and their applications to communications : stochastic differential equations approach /
af: Primak, Serguei
Udgivet: (2004)

Stochastic Differential Equations
af: Gihman,I.I
Udgivet: (1972)

Optimization of stochastic systems
af: Aoki, Masanao
Udgivet: (1967)

Stochastic integration and differential equations : a new approach /
af: Protter, Philip E.
Udgivet: (1995)

Stochastic Optimization and Control
af: Karreman,Herman.F
Udgivet: (1968)

Stochastic partial differential equations /
af: Chow, P. L.
Udgivet: (2007)

Introduction To Stochastic Control Theory
af: Astrom, Karl, J, (Astrom, Karl, J)
Udgivet: (1970)

Stochastic differential equations: an introduction with applications/6th ed.
af: Oksendal, Bernt
Udgivet: (2003)

Stochastic differential systems, stochastic control theory, and applications /
af: Fleming, Wendell Helms, ed
Udgivet: (1988)

Exponential stability of stochastic differential equations /
af: Mao,Xuerong
Udgivet: (1994)

Controlled stochastic processes
af: Gihman,I.I
Udgivet: (1979)

Foundations of deterministic and stochastic control /
af: Davis, Jon H.
Udgivet: (2002)

Optimal control of discrete time stochastic systems /
af: Striebel, Charlotte
Udgivet: (1975)

Introduction to stochastic search and optimization: estimation, simulation, and control /
af: Spall, James C .
Udgivet: (2003)

Optimal stopping and free boundary problems.
af: Peskir, Goran
Udgivet: (2006)