Stochastic control and mathematical modeling :

Morimoto, Hiroaki,

Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto. - Cambridge ; New York : Cambridge University Press, 2010. - xiii, 325 p. ; - Encyclopedia of mathematics and its applications ; [131] .

Series numbering from jacket.

9780521195034 (hardback) 0521195039 (hardback)


Stochastic control theory.
Optimal stopping (Mathematical statistics)
Stochastic differential equations.

519.217 / MOR

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Cochin University of Science and Technology
Kochi-682 022, Kerala, India