MARC보기
LDR04595cmm u2200709Ki 4500
001000000313933
003OCoLC
00520230525163523
006m d
007cr cnu---unuuu
008131029s2010 enk ob 001 0 eng d
019 ▼a 776973799 ▼a 797856591 ▼a 853661337
020 ▼a 9781107086975 ▼q (electronic bk.)
020 ▼a 1107086973 ▼q (electronic bk.)
020 ▼a 1139087355 ▼q (ebook)
020 ▼a 9781139087353 ▼q (ebook)
020 ▼a 9781107093195
020 ▼a 1107093198
020 ▼z 9780521195034
020 ▼z 0521195039
020 ▼z 9781139087353
035 ▼a (OCoLC)861692977 ▼z (OCoLC)776973799 ▼z (OCoLC)797856591 ▼z (OCoLC)853661337
040 ▼a N$T ▼b eng ▼e rda ▼e pn ▼c N$T ▼d E7B ▼d OCLCO ▼d YDXCP ▼d AUD ▼d OL$ ▼d EBLCP ▼d DEBSZ ▼d OCLCF ▼d OCLCQ ▼d 248032
049 ▼a MAIN
050 4 ▼a QA402.37 ▼b .M67 2010eb
072 7 ▼a TEC ▼x 009000 ▼2 bisacsh
08204 ▼a 629.8/312 ▼2 22
084 ▼a 83.03 ▼2 bcl
084 ▼a 31.73 ▼2 bcl
084 ▼a 31.70 ▼2 bcl
1001 ▼a Morimoto, Hiroaki, ▼d 1945-
24510 ▼a Stochastic control and mathematical modeling : ▼b applications in economics / ▼c Hiroaki Morimoto. ▼h [electronic resource]
260 1 ▼a Cambridge ; ▼a New York : ▼b Cambridge University Press, ▼c 2010.
300 ▼a 1 online resource (xiii, 325 pages).
336 ▼a text ▼b txt ▼2 rdacontent
337 ▼a computer ▼b c ▼2 rdamedia
338 ▼a online resource ▼b cr ▼2 rdacarrier
4901 ▼a Encyclopedia of mathematics and its applications ; ▼v [131]
500 ▼a Series numbering from jacket.
504 ▼a Includes bibliographical references and index.
5050 ▼a 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-Arzela? theorem.
520 ▼a "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.
5880 ▼a Print version record.
650 0 ▼a Stochastic control theory.
650 0 ▼a Optimal stopping (Mathematical statistics)
650 0 ▼a Stochastic differential equations.
650 7 ▼a TECHNOLOGY & ENGINEERING ▼x Engineering (General) ▼2 bisacsh
650 7 ▼a Optimal stopping (Mathematical statistics) ▼2 fast ▼0 (OCoLC)fst01046874
650 7 ▼a Stochastic control theory. ▼2 fast ▼0 (OCoLC)fst01133503
650 7 ▼a Stochastic differential equations. ▼2 fast ▼0 (OCoLC)fst01133506
655 4 ▼a Electronic books.
655 0 ▼a Electronic books.
77608 ▼i Print version: ▼a Morimoto, Hiroaki, 1945- ▼t Stochastic control and mathematical modeling ▼z 9780521195034 ▼w (DLC) 2009042538 ▼w (OCoLC)432978898
830 0 ▼a Encyclopedia of mathematics and its applications ; ▼v v. 131.
85640 ▼3 EBSCOhost ▼u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=569352
938 ▼a EBL - Ebook Library ▼b EBLB ▼n EBL891234
938 ▼a ebrary ▼b EBRY ▼n ebr10561418
938 ▼a EBSCOhost ▼b EBSC ▼n 569352
938 ▼a YBP Library Services ▼b YANK ▼n 11311166
938 ▼a YBP Library Services ▼b YANK ▼n 11817859
938 ▼a YBP Library Services ▼b YANK ▼n 7113588
990 ▼a 관리자
994 ▼a 92 ▼b N$T