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Continuous-time stochastic control a...

Pham, Huyên.

Continuous-time stochastic control and optimization with financial applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Continuous-time stochastic control and optimization with financial applications /Huyên Pham.
Author:	Pham, Huyên.
Published:	Berlin :Springer,c2009.
Description:	xvii, 232 p. ;24 cm.
標題:	Stochastic control theory.
ISBN:	3540894993 (acid-free paper) :

Continuous-time stochastic control and optimization with financial applications /
Pham, Huyên.

Continuous-time stochastic control and optimization with financial applications /Huyên Pham. - Berlin :Springer,c2009. - xvii, 232 p. ;24 cm. - Stochastic modelling and applied probability,610172-4568 ;. - Stochastic modelling and applied probability ;61..

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

ISBN: 3540894993 (acid-free paper) :NT$1663

LCCN: 2009926070Subjects--Topical Terms:

183121
Stochastic control theory.

LC Class. No.: QA402.37 / .P43 2009

Dewey Class. No.: 519.6/2

Continuous-time stochastic control and optimization with financial applications /
LDR:00876cam a22002537a 4500 001 234179
003 DLC
005 20091201145303.0
008 100301s2009 gw b 001 0 eng d
010 $a 2009926070
020 $a 3540894993 (acid-free paper) : $c NT$1663
020 $a 9783540894995 (acid-free paper)
020 $a 3540895000 (ebook)
020 $a 9783540895008 (ebook)
035 $a (OCoLC)ocn382399326
035 $a 2009926070
040 $a YDXCP $c YDXCP $d BTCTA $d OHX $d STF $d DLC
042 $a lccopycat
050 0 0 $a QA402.37 $b .P43 2009
082 0 0 $a 519.6/2 $2 22
100 1 $a Pham, Huyên. $3 377591
245 1 0 $a Continuous-time stochastic control and optimization with financial applications / $c Huyên Pham.
260 $a Berlin : $c c2009. $b Springer,
300 $a xvii, 232 p. ; $c 24 cm.
490 1 $a Stochastic modelling and applied probability, $x 0172-4568 ; $v 61
504 $a Includes bibliographical references (p. 223-229) and index.
650 0 $a Stochastic control theory. $3 183121
650 0 $a Business mathematics. $3 191036
650 0 $a Mathematical optimization. $3 183292
830 0 $a Stochastic modelling and applied probability ; $v 61. $3 451279