Stochastic Optimization in Continuous Time
Publisher: Cambridge University Press
Published: April 26, 2004
Language: eng
Format: Hardcover
Number of pages: 344
ISBN-13: 9780521834063
Subjects: Econometrics; Mathematical models; Economics; Business & Economics; Business / Economics / Finance; Business/Economics; Stochastic control theory; Economics - Theory; Business & Economics / Economics / General; Economics - Microeconomics
First sentence: In this chapter we introduce probability theory using a measure-theoretic approach.