Stochastic Optimization and Economic Models [electronic resource] / by Jati K. Sengupta.

This book presents the main applied aspects of stochas­ tic optimization in economic models. Stochastic processes and control theory are used under optimization to illustrate the various economic implications of optimal decision rules. Unlike econometrics which deals with estimation, this book empha...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Sengupta, Jati K.
Format:	Electronic eBook
Language:	English
Published:	Dordrecht : Springer Netherlands, 1986.
Series:	Theory and decision library. Mathematical and statistical methods ; 2.
Subjects:	Statistics.