LDR | | 04595cmm u2200709Ki 4500 |
001 | | 000000313933 |
003 | | OCoLC |
005 | | 20230525163523 |
006 | | m d |
007 | | cr cnu---unuuu |
008 | | 131029s2010 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 |
082 | 04 |
▼a 629.8/312
▼2 22 |
084 | |
▼a 83.03
▼2 bcl |
084 | |
▼a 31.73
▼2 bcl |
084 | |
▼a 31.70
▼2 bcl |
100 | 1 |
▼a Morimoto, Hiroaki,
▼d 1945- |
245 | 10 |
▼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 |
490 | 1 |
▼a Encyclopedia of mathematics and its applications ;
▼v [131] |
500 | |
▼a Series numbering from jacket. |
504 | |
▼a Includes bibliographical references and index. |
505 | 0 |
▼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. |
588 | 0 |
▼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. |
776 | 08 |
▼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. |
856 | 40 |
▼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 |