Verwandte Artikel zu Stochastic Optimization in Continuous Time Paperback
Inhaltsangabe
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.
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Review of the hardback: 'The book is well written and should prove useful in graduate courses for economists and also in courses for other professionals who are willing to go into the mathematics of economic models.' Zentralblatt MATH
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Book by Chang FwuRanq
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- VerlagCambridge University Press
- Erscheinungsdatum2009
- ISBN 10 0521541948
- ISBN 13 9780521541947
- EinbandTapa blanda
- SpracheEnglisch
- Anzahl der Seiten348
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Internationale Ausgabe
Stochastic Optimization in Continuous Time
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Soft cover. Zustand: New. Zustand des Schutzumschlags: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Bestandsnummer des Verkäufers ABE-10691156957
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Internationale Ausgabe
Stochastic Optimization in Continuous Time
Verlag:
Cambridge University Press, New York, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Trade paperback. Zustand: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). Glued binding. 348 p. Audience: General/trade. Bestandsnummer des Verkäufers K3140000409
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Stochastic Optimization in Continuous Time
Verlag:
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
Verlag:
Cambridge University Press 2009-09-15, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Paperback. Zustand: New. Bestandsnummer des Verkäufers 6666-IUK-9780521541947
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time
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Zustand: New. Bestandsnummer des Verkäufers I-9780521541947
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Stochastic Optimization in Continuous Time
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Paperback. Zustand: Brand New. 1st edition. 348 pages. 8.75x6.00x0.75 inches. In Stock. This item is printed on demand. Bestandsnummer des Verkäufers __0521541948
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Stochastic Optimization in Continuous Time (Paperback)
Verlag:
Cambridge University Press, Cambridge, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Paperback
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Paperback. Zustand: new. Paperback. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Bestandsnummer des Verkäufers 9780521541947
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Stochastic Optimization in Continuous Time (Paperback)
Verlag:
Cambridge University Press, Cambridge, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
Neu
Paperback
Anbieter: CitiRetail, Stevenage, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: new. Paperback. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Bestandsnummer des Verkäufers 9780521541947
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