Stochastic Optimization and Economic Models by Jati Sengupta.

This book presents the main applied aspects of stochas­ tic optimization in economic models. Stochastic processes and control theory are used under optimization to illustrate the various economic implications of optimal decision rules. Unlike econometrics which deals with estimation, this book empha...

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Bibliographic Details
Main Author: Sengupta, Jati (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 1986.
Edition:1st ed. 1986.
Series:Theory and Decision Library B, Mathematical and Statistical Methods ; 2
Springer eBook Collection.
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