Stochastic control and mathematical modeling : applications in economics /
Hiroaki Morimoto.
- Cambridge : Cambridge University Press, 2010.
- xiii, 325 p. ; 25 cm.
- Encyclopedia of mathematics and its applications ; [131] .
- Encyclopedia of mathematics and its applications ; v. 131. .
Includes bibliographical references and index.
9780521195034 (hbk.) 0521195039 (hbk.)
Stochastic differential equations. Stochastic control theory. Optimal stopping (Mathematical statistics)