Stochastic control and mathematical modeling - Info and Reading Options
applications in economics
By Hiroaki Morimoto and Hiraoki Morimoto
"Stochastic control and mathematical modeling" was published by Cambridge University Press in 2010 - Cambridge, it has 325 pages and the language of the book is English.
“Stochastic control and mathematical modeling” Metadata:
- Title: ➤ Stochastic control and mathematical modeling
- Authors: Hiroaki MorimotoHiraoki Morimoto
- Language: English
- Number of Pages: 325
- Publisher: Cambridge University Press
- Publish Date: 2010
- Publish Location: Cambridge
“Stochastic control and mathematical modeling” Subjects and Themes:
- Subjects: ➤ Stochastic control theory - Optimal stopping (Mathematical statistics) - Stochastic differential equations - Control theory - Sequential analysis - Stochastic processes - Differential equations
Edition Specifications:
- Pagination: xiii, 325 p. ;
Edition Identifiers:
- The Open Library ID: OL24448823M - OL15484369W
- Online Computer Library Center (OCLC) ID: 432978898
- Library of Congress Control Number (LCCN): 2009042538
- ISBN-13: 9780521195034
- ISBN-10: 0521195039
- All ISBNs: 0521195039 - 9780521195034
AI-generated Review of “Stochastic control and mathematical modeling”:
"Stochastic control and mathematical modeling" Table Of Contents:
- 1- Stochastic calculus and optimal control theory
- 2- Foundations of stochastic calculus
- 3- Stochastic differential equations: weak formulation
- 4- Dynamic programming
- 5- Viscosity solutions of Hamilton-Jacobi-Bellman equations
- 6- Classical solutions of Hamilton-Jacobi-Bellman equations
- 7- Applications to mathematical models in economics
- 8- Production planning and inventory
- 9- Optimal consumption/investment models
- 10- Optimal exploitation of renewable resources
- 11- Optimal consumption models in economic growth
- 12- Optimal pollution control with long-run average criteria
- 13- Optimal stopping problems
- 14- Investment and exit decisions
- 15- Appendices
- 16- A. Dini's theorem
- 17- B. The Stone-Weierstrass theorem
- 18- C. The Riesz representation theorem
- 19- D. Rademacher's theorem
- 20- E. Vitali's covering theorem
- 21- F. The area formula
- 22- G. The Brouwer fixed point theorem
- 23- H. The Ascoli-Arzelà theorem.
"Stochastic control and mathematical modeling" Description:
The Open Library:
"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.
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