DYNAMIC MGT. DECISION & STOCH-ASTIC CONT

von Odanaka T

240 Seiten, Hardcover

Kurzbeschreibung des Verlags

This book treats stochastic control theory and its applications in management. The main numerical techniques necessary for such applications are presented. Several advanced topics leading to optimal processes are dismissed. The book also considers the theory of some stochastic control processes and several applications to illustrate the ideas.