Morimoto Hiroaki

Stochastic control and mathematical modelling:applications in economics - Cambridge Cambridge University Press 2010 - xiii, 325p. cm. - Encyclopedia of mathematics and its applications, 131 .

Appendices A-H, 291-316p.; Bibliography 317-322p.; Index 323-325p.

9780521195034 (hbd)

113323

3322, 10/11/2010, New India Book Agency Textual


Optimal stopping
Stochastic control theory
Stochastic differential equations
Operational Research

B2811, Q0 TOR