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Author Morimoto, Hiroaki, 1945-
Title Stochastic control and mathematical modeling [electronic resource] : applications in economics / Hiroaki Morimoto.
Publication Info. Cambridge ; New York : Cambridge University Press, 2010.
Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-DDA    AVAIL. ONLINE
Description 1 online resource.
Series Encyclopedia of mathematics and its applications ; v. 131.
Note Description based on print version record.
Series numbering from jacket.
Bibliography Includes bibliographical references and index.
Contents Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-ArzelĂ  theorem.
Reproduction Electronic reproduction. Perth, W.A. Available via World Wide Web.
Note Description based on print version record.
Subject Stochastic control theory.
Optimal stopping (Mathematical statistics)
Stochastic differential equations.
Added Author Ebooks Corporation
Related To Original 9780521195034 0521195039 (DLC) 2009042538
ISBN 1139087355 (electronic bk.)
9781139087353 (electronic bk.)
9780521195034 (hardback)
0521195039 (hardback)
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