Continuous-time stochastic control and optimization with financial applications

Author(s)

• Pham, Huyên

Bibliographic Information

Continuous-time stochastic control and optimization with financial applications

Huyên Pham

（Stochastic modelling and applied probability, 61）

Springer, c2009

Note

Includes bibliographical references (p. 223-229) and index

• NCID: BA90518633
• ISBN:
  • 9783540894995
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xvii, 232 p.
• Size: 24 cm
• Subject Headings:
  • LCSH : Stochastic control theory
  • LCSH : Business mathematics
  • LCSH : Mathematical optimization
• Parent Bibliography ID:
  • BA70424457