Logo

Stochastic Control for Economic Models

Small book cover: Stochastic Control for Economic Models

Stochastic Control for Economic Models
by


ISBN/ASIN: 0070339627
ISBN-13: 9780070339620
Number of pages: 297

Description:
This book is about mathematical methods for optimization of dynamic stochastic system and about the application of these methods to economic problems. The methods presented in this book are tools to give the analyst a better understanding of dynamic systems under uncertainty.

Home page url

Download or read it online for free here:
Download link
(1.9MB, PDF)

Similar books

Book cover: Macroeconomic TheoryMacroeconomic Theory
by - Simon Fraser University
The purpose of this course is to put you in a position to read and analyze journal articles in macroeconomics. The goal of 'teaching you macroeconomics' by describing theories and empirical observations about the macroeconomy -- is secondary.
(10585 views)
Book cover: Lectures in Open Economy MacroeconomicsLectures in Open Economy Macroeconomics
by - Duke University
An introduction to open economy macroeconomics. From the table of contents: A First Look at the Data; An Endowment Economy; An Economy with Capital; The Real Business Cycle Model; The Terms of Trade; Interest-Rate Shocks; Sovereign Debt.
(9055 views)
Book cover: Lecture Notes in Financial EconomicsLecture Notes in Financial Economics
by
The present Lecture Notes in Financial Economics are based on the author's teaching notes for advanced undergraduate and graduate courses on financial economics, macroeconomic dynamics, financial econometrics and financial engineering.
(11639 views)
Book cover: Notes on Dynamic Methods in MacroeconomicsNotes on Dynamic Methods in Macroeconomics
by - UCL
These notes are targeted to advanced Master and Ph.D. students in economics. The material contained in these notes only assumes the reader to know basic math and static optimization, and a basic graduate knowledge of economics.
(8216 views)