Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Control and Mathematical Modeling

Stochastic Control and Mathematical Modeling

Morimoto, Hiroaki

Hardcover

Series: Encyclopedia of Mathematics and Its Applications, Book 131

Technology & EngineeringGeneral Mathematics

ISBN10: 0521195039
ISBN13: 9780521195034
Publisher: Cambridge University Press
Published: Jan 29 2010
Pages: 340
Weight: 1.35
Height: 0.90 Width: 6.20 Depth: 9.30
Language: English
This is a concise and elementary introduction to stochastic control and mathematical modeling. 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 HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.

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