عنوان

Stochastic control and mathematical modeling :

شابک

0521195039

شابک

9780521195034

شماره

dltt

عنوان اصلي

Stochastic control and mathematical modeling :

نام عام مواد

[Book]

ساير اطلاعات عنواني

applications in economics /

نام نخستين پديدآور

Hiroaki Morimoto

نام خاص و کميت اثر

xiii, 325 pages ;

ابعاد

25 cm

عنوان فروست

Encyclopedia of mathematics and its applications ;

مشخصه جلد

[131]

متن يادداشت

Series numbering from jacket

متن يادداشت

Includes bibliographical references (pages [317]-323) and index

متن يادداشت

Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-Arzelà theorem

بدون عنوان

0

متن يادداشت

"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

موضوع مستند نشده

Optimal stopping (Mathematical statistics)

موضوع مستند نشده

Stochastic control theory

موضوع مستند نشده

Stochastic differential equations

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Morimoto, Hiroaki,1945-

تاريخ عمليات

20100226105030.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y