Matches in Library of Congress for { <http://lccn.loc.gov/2009042538> ?p ?o. }
Showing items 1 to 25 of
25
with 100 items per page.
- 2009042538 contributor B11444036.
- 2009042538 created "2010.".
- 2009042538 date "2010".
- 2009042538 date "2010.".
- 2009042538 dateCopyrighted "2010.".
- 2009042538 description "Includes bibliographical references and index.".
- 2009042538 description "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.".
- 2009042538 extent "xiii, 325 p. ;".
- 2009042538 identifier "0521195039 (hardback)".
- 2009042538 identifier "9780521195034 (hardback)".
- 2009042538 identifier 9780521195034.jpg.
- 2009042538 isPartOf "Encyclopedia of mathematics and its applications ; [131]".
- 2009042538 isPartOf "Encyclopedia of mathematics and its applications ; v. 131.".
- 2009042538 issued "2010".
- 2009042538 issued "2010.".
- 2009042538 language "eng".
- 2009042538 publisher "Cambridge ; New York : Cambridge University Press,".
- 2009042538 subject "629.8/312 22".
- 2009042538 subject "Optimal stopping (Mathematical statistics)".
- 2009042538 subject "QA402.37 .M67 2010".
- 2009042538 subject "Stochastic control theory.".
- 2009042538 subject "Stochastic differential equations.".
- 2009042538 tableOfContents "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.".
- 2009042538 title "Stochastic control and mathematical modeling : applications in economics / Hiroaki Morimoto.".
- 2009042538 type "text".