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Dynamic Management Decision and Stochastic Control Processes

Dynamic Management Decision and Stochastic Control Processes PDF Author: Toshio Odanaka
Publisher: World Scientific
ISBN: 9789810200923
Category : Business & Economics
Languages : en
Pages : 240

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Book Description
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.