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  • STOCHASTIC CONTROL AND MATHEMATICAL MODELING

STOCHASTIC CONTROL AND MATHEMATICAL MODELING

MORIMOTO, HIROAKI CUA - CAMBRIDGE USA
Status Produto Produto indisponível
Sinopse

This is a concise and elementary introduction to stochastic control and mathematical modelling. 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 Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials.

Detalhes
Peso: 0,61 kg
Número de páginas: 340
Ano de edição: 2010
ISBN 10: 0521195039
ISBN 13: 9780521195034
Idioma: Inglês
Tipo de produto: Livro
Assuntos: Ciências Exatas
Assuntos: Matemática

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