Continuous-time stochastic control and optimization with financial applications
By: Huyên Pham.
Series: Stochastic modelling and applied probability -- 61; Stochastic modelling and applied probability -- 61.
Publisher: Springer
Published: 2009
Place of publication: Berlin
Language: eng
Number of pages: 232
ISBN-13: 9783540894995; 9783540895008
Subjects: Stochastic control theory; Business mathematics; Mathematical optimization
Notes: Includes bibliographical references(p.223-229)  and index.