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.
Publisher: World Scientific Publishing Co Pte Ltd ISBN: 9789810200923 Number of pages: 240 Weight: 667 g Dimensions: 220 x 192 x 19 mm
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