Dynamic management decision and stochastic control processes

Bibliographic Information

Dynamic management decision and stochastic control processes

by Toshio Odanaka

World Scientific, 1990

Available at  / 19 libraries

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Note

Bibliography: p. 207-209

Description and Table of Contents

Description

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.

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