Stochastic control and mathematical modeling : applications in economics
Hiroaki Morimoto
| Year of publication: |
2010 ; 1. publ.
|
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| Authors: | Morimoto, Hiroaki |
| Publisher: |
Cambridge [u.a.] : Cambridge University Press |
| Subject: | Finanzmathematik | Mathematical finance | Kontrolltheorie | Control theory | Ökonometrie | Econometrics | Stochastische Kontrolltheorie | Stochastisches Modell |
| Description of contents: | Table of Contents [external.dandelon.com] ; Description [assets.cambridge.org] ; Description [zbmath.org] |
| Extent: | XIII, 325 S. 16 cm |
|---|---|
| Series: | Encyclopedia of mathematics and its applications. - Cambridge [u.a.] : Cambridge Univ. Press, ISSN 0953-4806, ZDB-ID 199203-X. - Vol. 131 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index Machine generated contents note: Part I. Stochastic Calculus and Optimal Control Theory: 1. Foundations of stochastic calculus; 2. Stochastic differential equations: weak formulation; 3. Dynamic programming; 4. Viscosity solutions of Hamilton-Jacobi-Bellman equations; 5. Classical solutions of Hamilton-Jacobi-Bellman equations; Part II. Applications to Mathematical Models in Economics: 6. Production planning and inventory; 7. Optimal consumption/investment models; 8. Optimal exploitation of renewable resources; 9. Optimal consumption models in economic growth; 10. Optimal pollution control with long-run average criteria; 11. Optimal stopping problems; 12. Investment and exit decisions; Part III. 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. |
| ISBN: | 978-0-521-19503-4 ; 0-521-19503-9 |
| Classification: | Wahrscheinlichkeitsrechnung ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003889985