Continuous-time Stochastic Control and Optimization with Financial Applications

Continuous-time Stochastic Control and Optimization with Financial Applications by Huyên Pham.

Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment...

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Bibliographic Details
Main Author: Pham, Huyên (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edition:1st ed. 2009.
Series:Stochastic Modelling and Applied Probability, 61
Springer eBook Collection.
Subjects:
Probabilities.
Mathematical optimization.
Calculus of variations.
Economics, Mathematical .
System theory.
Game theory.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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