Stochastic Optimization in Continuous Time

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This is an introduction to stochastic control theory with applications to economics, first published in 2004.

Stochastic Optimization in Continuous Time 2014, Cambridge University Press

ISBN-13: 9780511196003

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Stochastic Optimization in Continuous Time 2009, Cambridge University Press, New York

ISBN-13: 9780521541947

Trade paperback

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Stochastic Optimization in Continuous Time 2004, Cambridge University Press, Cambridge, England

ISBN-13: 9780521834063

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