books by Atle Seierstad (analysis economic discrete)

books by Atle Seierstad

books:

Stochastic Control in Discrete and Continuous Time
Atle Seierstad

Springer, 2008

This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case using few mathematical tools before proceeding to the stochastic continuous-time models requiring more advanced mathematics. Topics covered include stochastic maximum principles for discrete time, continuous time, and for problems with terminal conditions. A ...

Further Mathematics for Economic Analysis
Knut Sydsaeter, Peter Hammond, ...

Prentice Hall, 2005

Further Mathematics for Economic Analysis is a companion volume to the successful and highly regarded Essential Mathematics for Economic Analysis. It finds the right balance between mathematics and economic examples, providing a text that is demanding in level and broad ranging in content, whilst remaining accessible and interesting to its target audience. This book is intended for advanced undergraduate and graduate students of economics whose ...