Stochastic control and mathematical modeling: applications in economics
This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is als...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2010
|
| Schriftenreihe: | Encyclopedia of mathematics and its applications
volume 131 |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xiii, 325 pages) |
| ISBN: | 9781139087353 |
| DOI: | 10.1017/CBO9781139087353 |
Internformat
MARC
| LEADER | 00000nmm a2200000zcb4500 | ||
|---|---|---|---|
| 001 | BV043941705 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 161206s2010 |||| o||u| ||||||eng d | ||
| 020 | |a 9781139087353 |c Online |9 978-1-139-08735-3 | ||
| 024 | 7 | |a 10.1017/CBO9781139087353 |2 doi | |
| 035 | |a (ZDB-20-CBO)CR9781139087353 | ||
| 035 | |a (OCoLC)862995128 | ||
| 035 | |a (DE-599)BVBBV043941705 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-12 |a DE-92 | ||
| 082 | 0 | |a 629.8/312 |2 22 | |
| 084 | |a QH 170 |0 (DE-625)141536: |2 rvk | ||
| 084 | |a SK 880 |0 (DE-625)143266: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Morimoto, Hiroaki |d 1945- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Stochastic control and mathematical modeling |b applications in economics |c Hiroaki Morimoto |
| 246 | 1 | 3 | |a Stochastic Control & Mathematical Modeling |
| 264 | 1 | |a Cambridge |b Cambridge University Press |c 2010 | |
| 300 | |a 1 online resource (xiii, 325 pages) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Encyclopedia of mathematics and its applications |v volume 131 | |
| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 505 | 8 | |a Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-Arzelà theorem | |
| 520 | |a This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials | ||
| 650 | 4 | |a Stochastic control theory | |
| 650 | 4 | |a Optimal stopping (Mathematical statistics) | |
| 650 | 4 | |a Stochastic differential equations | |
| 650 | 0 | 7 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |D s |
| 689 | 0 | 1 | |a Stochastisches Modell |0 (DE-588)4057633-4 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-19503-4 |
| 856 | 4 | 0 | |u https://doi.org/10.1017/CBO9781139087353 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-20-CBO | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-029350675 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 966 | e | |u https://doi.org/10.1017/CBO9781139087353 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
| 966 | e | |u https://doi.org/10.1017/CBO9781139087353 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804176883794837504 |
|---|---|
| any_adam_object | |
| author | Morimoto, Hiroaki 1945- |
| author_facet | Morimoto, Hiroaki 1945- |
| author_role | aut |
| author_sort | Morimoto, Hiroaki 1945- |
| author_variant | h m hm |
| building | Verbundindex |
| bvnumber | BV043941705 |
| classification_rvk | QH 170 SK 880 SK 980 |
| collection | ZDB-20-CBO |
| contents | Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-Arzelà theorem |
| ctrlnum | (ZDB-20-CBO)CR9781139087353 (OCoLC)862995128 (DE-599)BVBBV043941705 |
| dewey-full | 629.8/312 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 629 - Other branches of engineering |
| dewey-raw | 629.8/312 |
| dewey-search | 629.8/312 |
| dewey-sort | 3629.8 3312 |
| dewey-tens | 620 - Engineering and allied operations |
| discipline | Mathematik Wirtschaftswissenschaften Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik / Mechatronik |
| doi_str_mv | 10.1017/CBO9781139087353 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04039nmm a2200553zcb4500</leader><controlfield tag="001">BV043941705</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161206s2010 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781139087353</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-139-08735-3</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9781139087353</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9781139087353</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)862995128</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043941705</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">629.8/312</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 170</subfield><subfield code="0">(DE-625)141536:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 880</subfield><subfield code="0">(DE-625)143266:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Morimoto, Hiroaki</subfield><subfield code="d">1945-</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic control and mathematical modeling</subfield><subfield code="b">applications in economics</subfield><subfield code="c">Hiroaki Morimoto</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Stochastic Control & Mathematical Modeling</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2010</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xiii, 325 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Encyclopedia of mathematics and its applications</subfield><subfield code="v">volume 131</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-Arzelà theorem</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic control theory</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Optimal stopping (Mathematical statistics)</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic differential equations</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Stochastisches Modell</subfield><subfield code="0">(DE-588)4057633-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-19503-4</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9781139087353</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029350675</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781139087353</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9781139087353</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043941705 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:16Z |
| institution | BVB |
| isbn | 9781139087353 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029350675 |
| oclc_num | 862995128 |
| open_access_boolean | |
| owner | DE-12 DE-92 |
| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (xiii, 325 pages) |
| psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Cambridge University Press |
| record_format | marc |
| series2 | Encyclopedia of mathematics and its applications |
| spelling | Morimoto, Hiroaki 1945- Verfasser aut Stochastic control and mathematical modeling applications in economics Hiroaki Morimoto Stochastic Control & Mathematical Modeling Cambridge Cambridge University Press 2010 1 online resource (xiii, 325 pages) txt rdacontent c rdamedia cr rdacarrier Encyclopedia of mathematics and its applications volume 131 Title from publisher's bibliographic system (viewed on 05 Oct 2015) Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-Arzelà theorem This is a concise and elementary introduction to stochastic control and mathematical modelling. This book is designed for researchers in stochastic control theory studying its application in mathematical economics and those in economics who are interested in mathematical theory in control. It is also a good guide for graduate students studying applied mathematics, mathematical economics, and non-linear PDE theory. Contents include the basics of analysis and probability, the theory of stochastic differential equations, variational problems, problems in optimal consumption and in optimal stopping, optimal pollution control, and solving the Hamilton-Jacobi-Bellman (HJB) equation with boundary conditions. Major mathematical prerequisites are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials Stochastic control theory Optimal stopping (Mathematical statistics) Stochastic differential equations Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 s Stochastisches Modell (DE-588)4057633-4 s 1\p DE-604 Erscheint auch als Druckausgabe 978-0-521-19503-4 https://doi.org/10.1017/CBO9781139087353 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Morimoto, Hiroaki 1945- Stochastic control and mathematical modeling applications in economics Stochastic calculus and optimal control theory -- Foundations of stochastic calculus -- Stochastic differential equations: weak formulation -- Dynamic programming -- Viscosity solutions of Hamilton-Jacobi-Bellman equations -- Classical solutions of Hamilton-Jacobi-Bellman equations -- Applications to mathematical models in economics -- Production planning and inventory -- Optimal consumption/investment models -- Optimal exploitation of renewable resources -- Optimal consumption models in economic growth -- Optimal pollution control with long-run average criteria -- Optimal stopping problems -- Investment and exit decisions -- Appendices -- A. Dini's theorem -- B. The Stone-Weierstrass theorem -- C. The Riesz representation theorem -- D. Rademacher's theorem -- E. Vitali's covering theorem -- F. The area formula -- G. The Brouwer fixed point theorem -- H. The Ascoli-Arzelà theorem Stochastic control theory Optimal stopping (Mathematical statistics) Stochastic differential equations Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| subject_GND | (DE-588)4263657-7 (DE-588)4057633-4 |
| title | Stochastic control and mathematical modeling applications in economics |
| title_alt | Stochastic Control & Mathematical Modeling |
| title_auth | Stochastic control and mathematical modeling applications in economics |
| title_exact_search | Stochastic control and mathematical modeling applications in economics |
| title_full | Stochastic control and mathematical modeling applications in economics Hiroaki Morimoto |
| title_fullStr | Stochastic control and mathematical modeling applications in economics Hiroaki Morimoto |
| title_full_unstemmed | Stochastic control and mathematical modeling applications in economics Hiroaki Morimoto |
| title_short | Stochastic control and mathematical modeling |
| title_sort | stochastic control and mathematical modeling applications in economics |
| title_sub | applications in economics |
| topic | Stochastic control theory Optimal stopping (Mathematical statistics) Stochastic differential equations Stochastische Kontrolltheorie (DE-588)4263657-7 gnd Stochastisches Modell (DE-588)4057633-4 gnd |
| topic_facet | Stochastic control theory Optimal stopping (Mathematical statistics) Stochastic differential equations Stochastische Kontrolltheorie Stochastisches Modell |
| url | https://doi.org/10.1017/CBO9781139087353 |
| work_keys_str_mv | AT morimotohiroaki stochasticcontrolandmathematicalmodelingapplicationsineconomics AT morimotohiroaki stochasticcontrolmathematicalmodeling |