Items related to Stochastic Optimization in Continuous Time
Synopsis
Most of the current books on stochastic control theory are written for students in mathematics or finance. This introduction is designed, however, for those interested in the relevance and applications of the theory's mathematical principles to economics. Therefore, mathematical methods are discussed intuitively and illustrated with economic examples. More importantly, mathematical concepts are introduced in language and terminology familiar to graduate students in economics.
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Book Description
This is an introduction to stochastic control theory with applications to economics. Most of the existing books on this subject are written for students in mathematics or in finance. For those who are interested in the relevance and applications of this mathematical machinery to economics, there must be a thorough and concise resource for learning. This book is designed for that purpose. The mathematical methods are discussed intuitively and illustrated with economic examples. More importantly, the mathematical concepts are introduced in language and terminology familiar to graduate students in economics.
About the Author
Professor Chang received his BS from National Taiwan University, holds a PhD in Economics from the University of Chicago and a PhD in Mathematics from State University of New York at Stony Brook. His graduate-level courses include price theory sequence and mathematical economics (stochastic control theory and applications, economics of uncertainty). He has been an invited visiting scholar to the Center for Economic Studies (CES) of the University of Munich, Germany, and the Economic Research Center (ERC) of Nagoya Univeristy, Japan. He is also a recipient of the 1986 Outstanding Junior Faculty Awards of Indiana University, a recipient of the 2004 IU Trustees Teaching Awards, and a research fellow of the CESifo Research Network. Professor Chang has published papers in prestigious journals in economics and mathematics, including Econometrica, the Review of Economic Studies, the Journal of Economic Theory, the Proceedings of American Mathematical Society, and the Journal of Optimization Theory and Applications. In 2004 he published Stochastic Optimization in Continuous Time with Cambridge University Press.
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International Edition
Stochastic Optimization in Continuous Time
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Spain: Cambridge Univ Pr, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Soft cover. Condition: New. Dust Jacket Condition: New. 1st Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-10691156957
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Stochastic Optimization in Continuous Time
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Cambridge University Press, New York, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Trade paperback. Condition: New in new dust jacket. First edition. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Trade paperback (US). Glued binding. 348 p. Audience: General/trade. Seller Inventory # K3140000409
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STOCHASTIC OPTIMIZATION IN CONTINUOUS TIME (PB 2009)
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SP CAMBRIDGE UNIVERSITY PRESS, 2009
ISBN 10: 0521541948
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STOCHASTIC OPTIMIZATION IN CONTINUOUS TIME (PB 2009)
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SP CAMBRIDGE UNIVERSITY PRESS, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Cambridge University Press, 2009
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ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Cambridge University Press, 2009
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ISBN 13: 9780521541947
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Stochastic Optimization in Continuous Time
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Stochastic Optimization in Continuous Time (Paperback)
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Cambridge University Press, Cambridge, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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Paperback. Condition: new. Paperback. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. The standard topics of many mathematics, economics and finance books are illustrated with real examples documented in the economic literature. Moreover, the book emphasises the dos and don'ts of stochastic calculus, cautioning the reader that certain results and intuitions cherished by many economists do not extend to stochastic models. A special chapter (Chapter 5) is devoted to exploring various methods of finding a closed-form representation of the value function of a stochastic control problem, which is essential for ascertaining the optimal policy functions. The book also includes many practice exercises for the reader. Notes and suggested readings are provided at the end of each chapter for more references and possible extensions. First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521541947
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Stochastic Optimization in Continuous Time
Published by
Cambridge University Press, 2009
ISBN 10: 0521541948
ISBN 13: 9780521541947
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