Articles liés à Stochastic Optimization in Continuous Time
Synopsis
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.
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Revue de presse
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
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurCambridge University Press
- Date d'édition2009
- ISBN 10 0521541948
- ISBN 13 9780521541947
- ReliureBroché
- Langueanglais
- Nombre de pages348
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Edition internationale
Stochastic Optimization in Continuous Time
Edité par
Spain: Cambridge Univ Pr, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Soft cover
Vendeur : Sizzler Texts, SAN GABRIEL, CA, Etats-Unis
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Soft cover. Etat : New. Etat de la jaquette : 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. N° de réf. du vendeur ABE-10691156957
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Edition internationale
Stochastic Optimization in Continuous Time
Edité par
Cambridge University Press, New York, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Trade paperback
Vendeur : Aideo Books, San Marino, CA, Etats-Unis
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Trade paperback. Etat : 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. N° de réf. du vendeur K3140000409
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Stochastic Optimization in Continuous Time
Edité par
Cambridge University Press, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Ancien ou d'occasion
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Vendeur : Better World Books: West, Reno, NV, Etats-Unis
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Stochastic Optimization in Continuous Time
Edité par
Cambridge University Press, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Couverture souple
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Stochastic Optimization in Continuous Time
Edité par
Cambridge University Press 2009-09-15, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Paperback
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Paperback. Etat : New. N° de réf. du vendeur 6666-IUK-9780521541947
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Stochastic Optimization in Continuous Time
Edité par
Cambridge University Press, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Couverture souple
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Stochastic Optimization in Continuous Time
Edité par
Cambridge University Press, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Couverture souple
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Stochastic Optimization in Continuous Time
impression à la demandeVendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. 1st edition. 348 pages. 8.75x6.00x0.75 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521541948
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Stochastic Optimization in Continuous Time (Paperback)
Edité par
Cambridge University Press, Cambridge, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Paperback
Vendeur : Grand Eagle Retail, Fairfield, OH, Etats-Unis
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Paperback. Etat : 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. N° de réf. du vendeur 9780521541947
Quantité disponible : 1 disponible(s)
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Stochastic Optimization in Continuous Time (Paperback)
Edité par
Cambridge University Press, Cambridge, 2009
ISBN 10 : 0521541948
ISBN 13 : 9780521541947
Neuf
Paperback
Vendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : 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. N° de réf. du vendeur 9780521541947
Quantité disponible : 1 disponible(s)