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" Continuous-time stochastic control and optimization with financial applications / "


Document Type : BL
Record Number : 690768
Doc. No : b512957
Main Entry : Pham, Huyên.
Title & Author : Continuous-time stochastic control and optimization with financial applications /\ Huyên Pham.
Publication Statement : Dordrecht ;New York :: Springer,, [2009]
: , ©2009
Series Statement : Stochastic modelling and applied probability,; 61
Page. NO : xvii, 232 pages ;; 24 cm.
ISBN : 3540894993
: : 3540895000 (e-isbn)
: : 9783540894995
: : 9783540895008 (e-isbn)
Bibliographies/Indexes : Includes bibliographical references (pages 223-230) and index
Subject : Business mathematics.
Subject : Mathematical optimization.
Subject : Stochastic control theory.
Dewey Classification : ‭003/.76‬
LC Classification : ‭QA402.37‬‭.P43 2009‬
Added Entry : Ohio Library and Information Network.
copyhttps://lib.clisel.com/site/catalogue/690768
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