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Stochastic control and mathematical modeling : applications in economics

Hiroaki Morimoto ; : hbk. -- Cambridge University Press, 2010. -- (Encyclopedia of mathematics and its applications / edited by G.-C. Rota ; 131). <BB00353925>
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No. 巻号 所蔵館 配置場所 請求記号 資料ID 状態 返却予定日 予約 WEB書棚
0001 : hbk 12号館 開架室 410.8/E/131 0010013188402 配架済 0件
No. 0001
巻号 : hbk
所蔵館 12号館
配置場所 開架室
請求記号 410.8/E/131
資料ID 0010013188402
状態 配架済
返却予定日
予約 0件
WEB書棚

書誌詳細

標題および責任表示 Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto
出版・頒布事項 Cambridge ; Tokyo : Cambridge University Press , 2010
形態事項 xiii, 325 p. : ill. ; 24 cm
巻号情報
巻次等 : hbk
ISBN 9780521195034
書誌構造リンク Encyclopedia of mathematics and its applications / edited by G.-C. Rota <TY10020006> 131//a
注記 Includes bibliographical references(p. 317-322) and index
注記 Summary: "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"--Provided by publisher
学情ID BB01127824
本文言語コード 英語
著者標目リンク *森本, 宏明||モリモト, ヒロアキ <AU76013705>
分類標目 LCC:QA402.37
分類標目 DC22:629.8/312
ローカル分類標目 NDC:410.8
ローカル分類標目 NDC9:410.8
ローカル分類標目 NDC9:417.1
件名標目等 Stochastic control theory
件名標目等 Optimal stopping (Mathematical statistics)
件名標目等 Stochastic differential equations
レコードID BB00353925