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.