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Continuous-time stochastic control a...

Pham, Huyen.

Continuous-time stochastic control and optimization with financial applications

Record Type:	Electronic resources : Monograph/item
Title/Author:	Continuous-time stochastic control and optimization with financial applicationsby Huyen Pham.
Author:	Pham, Huyen.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009.
Description:	xvii, 232 p. :digital ;24 cm.
Series:	Stochastic modelling and applied probability,
Contained By:	Springer eBooks
Subject:	Stochastic control theory.
Online resource:	http://libsw.nuk.edu.tw:81/login?url=http://dx.doi.org/10.1007/978-3-540-89500-8
ISBN:	9783540895008 (electronic bk.)

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

Continuous-time stochastic control and optimization with financial applications[electronic resource] /by Huyen Pham. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009. - xvii, 232 p. :digital ;24 cm. - Stochastic modelling and applied probability,610172-4568 ;.

ISBN: 9783540895008 (electronic bk.)Subjects--Topical Terms:

183121
Stochastic control theory.

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

Dewey Class. No.: 332.015962

Continuous-time stochastic control and optimization with financial applications
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