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Stochastic Control for Economic Models

Stochastic Control for Economic Models
by David A. Kendrick

2002
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.

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