Dynamic Management Decision And Stochastic Control Processes

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This book treats stochastic control theory and its applications in management. The main numerical techniques necessary for such applications are presented. Several advanced topics leading to optimal processes are dismissed. The book also considers the theory of some stochastic control processes and several applications to illustrate the ideas.Format: HardcoverNo of Pages: 240Imprint: World ScientificPublication date: 19900101 Show more