首发: 史上最清晰,最流行的 最优控制 教课书 Optimal ControlTheory 12 个回复 - 7787 次查看
首发史上最清晰,最流行的最优控制教课书
Optimal ControlTheory: Applications to Management Science and Economics
Written by Sethi, Suresh P.; Thompson, Gerald L.
Published by Springer in 2006
...2010-10-15 03:40 - jchen321 - 金融工程(数量金融)与金融衍生品
An Introduction to Mathematical Optimal ControlTheory 2 个回复 - 2171 次查看
An Introduction to Mathematical Optimal ControlTheory
By
Lawrence C. Evans
Department of Mathematics
University of California, Berkeley
Chapter 1: Introduction
Chapter 2: Controllability, b ...2009-10-28 22:20 - guof1984 - 经济金融数学专区
分享一篇文章Stochastic ControlTheory for Optimal Investment 0 个回复 - 1495 次查看
Stochastic ControlTheory for Optimal Investment
Maritina T. Castillo
School of Actuarial Studies
Faculty of Commerce and Economics
University of New South Wales
E-mail:
and
Gilbert Parrocha
...2009-7-2 10:35 - 01261416 - 金融学(理论版)