This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems
This book serves not only as an introduction, but also as an advanced text and reference source in the field of deterministic optimal control systems governed by ordinary differential equations. It al
Publisher: Financial Times PressCopyright: 2008Format: Paper; 632 ppDescription Further Mathematics for Economic Analysis is a companion volume to the successful and highly regarded Essential Mathemat
