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Language: en
Pages: 167
Pages: 167
Type: BOOK - Published: 2012-03-30 - Publisher: Springer Science & Business Media
Stochastic Optimal Control (SOC)—a mathematical theory concerned with minimizing a cost (or maximizing a payout) pertaining to a controlled dynamic process un
Language: en
Pages: 305
Pages: 305
Type: BOOK - Published: 2006-04-06 - Publisher: Oxford University Press, USA
This book focuses on the interaction between equilibrium real exchange rates, optimal external debt, endogenous optimal growth and current account balances, in
Language: en
Pages: 34
Pages: 34
Type: BOOK - Published: 2013 - Publisher:
This interdisciplinary paper explains how mathematical techniques of stochastic optimal control can be applied to the recent subprime mortgage crisis. Why did t
Language: en
Pages: 29
Pages: 29
Type: BOOK - Published: 2009 - Publisher:
Language: en
Pages: 23
Pages: 23
Type: BOOK - Published: 2008 - Publisher: