In a world dominated by uncertainty, modeling and understanding the optimal behavior of agents is of the utmost importance. Many problems in economics, finance,

This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optima

This book collects some recent developments in stochastic control theory with applications to financial mathematics. We first address standard stochastic contro

Optimal product management problems with multiple product generations in continuous time lead to the consideration of dynamic optimal control problems that feat