Applications of Stochastic Optimal Control to Economics and Finance
In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance, and actuarial science naturally require decision makers to undertake choices in stochastic environments. Examples include optimal individua...
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| HerausgeberIn: | |
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| Year of Publication: | 2020 |
| Language: | English |
| Physical Description: | 1 electronic resource (210 p.) |
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Electronic
| DOAB Directory of Open Access Books | Available |