Stochastic control and mathematical modeling

Stochastic control and mathematical modeling

Join Readfeed freeFind clubs reading this bookBrowse readable books
About
"This is a concise and elementary introduction to stochastic control and mathematical modeling. 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 HJB equation with boundary conditions. Major mathematical requisitions are contained in the preliminary chapters or in the appendix so that readers can proceed without referring to other materials"--Provided by publisher.

Discuss Stochastic control and mathematical modeling with other readers

Join or start a book club for Stochastic control and mathematical modeling on Readfeed. Live chat, shared reading progress, and AI discussion questions — free to get started.

Sign up freeBrowse book clubs

Frequently asked questions

How do I join a book club for Stochastic control and mathematical modeling?

Sign up free on Readfeed, then browse public clubs or start your own club with Stochastic control and mathematical modeling as the current read. Invite friends with a share link and discuss together with live chat and AI discussion questions.

Can I discuss Stochastic control and mathematical modeling with other readers online?

Yes. Readfeed book clubs let you chat live, share progress, and join discussions about Stochastic control and mathematical modeling with readers worldwide — whether your club is virtual, in-person, or hybrid.

Is Readfeed free?

Yes. Creating an account and joining book clubs is free. Sign up to find readers who love the same books and start discussing today.