상세정보
Export to Refworks부가기능
Stochastic control and mathematical modeling [electronic resource] applications in economics
상세 프로파일
| 자료유형 | 단행본 |
|---|---|
| 서명/저자사항 | Stochastic control and mathematical modeling : applications in economics/ Hiroaki Morimoto. [electronic resource]. |
| 개인저자 | Morimoto, Hiroaki,1945-. |
| 발행사항 | Cambridge ;. New York: Cambridge University Press, 2010. |
| 형태사항 | 1 online resource (xiii, 325 pages). |
| 총서사항 | Encyclopedia of mathematics and its applications;[131] |
| 기타형태 저록 | Print version: Morimoto, Hiroaki, 1945- Stochastic control and mathematical modeling 9780521195034 |
| ISBN | 9781107086975 1107086973 1139087355 9781139087353 9781107093195 1107093198 |
| 일반주기 |
Series numbering from jacket.
|
| 서지주기 | Includes bibliographical references and index. |
| 내용주기 | 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. |
| 요약 | "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. |
| 일반주제명 | Stochastic control theory. Optimal stopping (Mathematical statistics) Stochastic differential equations. TECHNOLOGY & ENGINEERING --Engineering (General) Optimal stopping (Mathematical statistics) Stochastic control theory. Stochastic differential equations. |
| 언어 | 영어 |
| 바로가기 |  |
