| 000 | 00832camuu2200241 a 4500 | |
| 001 | 000045164795 | |
| 005 | 20050506133108 | |
| 008 | 030812s2004 enka b 001 0 eng | |
| 010 | ▼a 2003061745 | |
| 020 | ▼a 0521834066 | |
| 035 | ▼a KRIC09582987 | |
| 040 | ▼a DLC ▼c DLC ▼d DLC ▼d 211029 ▼d 211009 | |
| 050 | 0 0 | ▼a HB135 ▼b .C444 2004 |
| 082 | 0 0 | ▼a 330/.01/51923 ▼2 22 |
| 090 | ▼a 330.0151923 ▼b C456s | |
| 100 | 1 | ▼a Chang, Fwu-Ranq , ▼d 1947-. |
| 245 | 1 0 | ▼a Stochastic optimization in continuous time / ▼c Fwu-Ranq Chang. |
| 260 | ▼a Cambridge, UK : ▼b Cambridge University Press , ▼c 2004. | |
| 300 | ▼a xvi, 326 p. : ▼b ill. ; ▼c 24 cm. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Economics ▼x Mathematical models. |
| 650 | 0 | ▼a Stochastic control theory. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 330.0151923 C456s | 등록번호 111318297 (16회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. 2 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 330.0151923 C456s | 등록번호 151197684 | 도서상태 대출불가(자료실) | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 중앙도서관/서고6층/ | 청구기호 330.0151923 C456s | 등록번호 111318297 (16회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 330.0151923 C456s | 등록번호 151197684 | 도서상태 대출불가(자료실) | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
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.
This is an introduction to stochastic control theory with applications to economics, first published in 2004.
정보제공 :
목차
List of figures; Preface; 1. Probability theory; 2. Wiener processes; 3. Stochastic calculus; 4. Stochastic dynamic programming; 5. How to solve it; 6. Boundaries and absorbing barriers; Appendix. Miscellaneous applications and exercises; Bibliography; Index.
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