22355310
9780521541947
First published in 2004, this is a rigorous but user-friendly book on the application of stochastic control theory to economics. A distinctive feature of the book is that mathematical concepts are introduced in a language and terminology familiar to graduate students of economics.Chang, Fwu-Ranq is the author of 'Stochastic Optimization in Continuous Time', published 2009 under ISBN 9780521541947 and ISBN 0521541948.
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