A Verification Theorem in General Equilibrium Model of Asset Prices
STOCHASTIC ANALYSIS, CONTROL, OPTIMIZATION, AND APPLICATIONS: A VOLUME IN HONOR OF WENDELL FLEMING, 1996
Posted: 29 Aug 2009
Date Written: August 11, 1996
This volume was written in honor of Wendell H. Fleming, a mathematician who has made fundamental contributions in the fields of calculus of variations, geometric measure theory, differential games, stochastic control theory, and population genetics. This book includes authoritative expositions and surveys focusing on the key recent developments and results in stochastic analysis, control theory and optimization, as well as their applications.
Keywords: Optimal Control, Differential Games, Stochastic Calculation and Optimization
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