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- 要約等"This is a concise and elementary int...... to stochastic control and mathematical modeling. This...... in stochastic control theory studying its application in mathematical economics and those in econo...... interested in mathematical theory in control. It is also a ......d mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic dif......s, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the HJ......ditions. Major mathematical requisitions are contained in...
- 内容細目Stochastic calculus and optimal control theory Foundations of stochastic cal......lation Dynamic programming Viscosity solutions of Hamilton-Jacob......ical solutions of Hamilton-Jacob......pplications to mathematical models in econ......ction planning and inventory Optimal consumption/in......estment models Optimal exploitation of renewable resources Optimal consumption mo......conomic growth Optimal pollution control with long-run ......erage criteria Optimal stopping problems Investment and exit decisions Appendices A. ...
- 件名Stochastic control theory. Optimal stopping (Mathematical statistics) Stochastic differ...
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- 一般注記Papers. Held as part of the 1992-93 IMA program on control theory. Index term: n...... deterministic optimal control ; control theory. BL shelfmark: 4368.812 vol 7...
- 並列タイトル等（連結）Held as part of the 1992-93 IMA program on control theory nonsmooth anal...... deterministic optimal control ; control theory
- 並列タイトル等Held as part of the 1992-93 IMA program on control theory nonsmooth anal...... deterministic optimal control ; control theory
紙図書
国立国会図書館全国の図書館
- 内容細目.... Developments of nonlinear programming; 3. The theory of competitive ma...... The stability of competitive eq......gonal matrices and applications; ....... The calculus of variations and the optimal growth of an aggregate e......isector models of economic growt......8. Multisector optimal growth models;....... Developments of optimal control theory and its applications; Indexes.
- 件名Economics, Mathematical. Mathématiques économiques....
- 別の記録形式Table of contents
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- 件名Control theory Programming (Mathematics)
- 件名（識別子）Control theory Programming (Mathematics)
- 一般注記Includes bibliographical references and index
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