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Optimal Control and Dynamic Games
Applications in Finance, Management Science and Economics, Advances in Computational Management Science 7
ISBN/EAN: 9780387258041
Umbreit-Nr.: 1649925
Sprache:
Englisch
Umfang: xxiv, 344 S.
Format in cm:
Einband:
gebundenes Buch
Erschienen am 23.08.2005
Auflage: 1/2005
- Zusatztext
- InhaltsangabePart I Applications to Marketing 1. Advertising directed towards existing and new customers2. Advertising and Advertising Claims Over Time Part II Environmental Applications 3. Capital Resource Substitution, Overshooting, and Sustainable Development 4. Hierarchical and Asymptotic Optimal Control Models Economic Sustainable Development 5. Common Property Resource and Private Capital Accumulation with Random Jump 6. Transfer mechanisms inducing a sustainable forest exploitation 7. Characterizing Dynamic Irrigation Policies via Green's Theorem Part III Applications in Economics and Finance 8. Volatility Forecasts and the Profitability of Automated Trading Strategies 9. Two-Part Tariff Pricing in a Dynamic Environment 10. Numerical Solutions to Lump-Sum Pension Fund Problems That Can Yield Left- Skewed Fund Return Distributions 11. Differentiated capital and the distribution of wealth 12. Optimal Firm Contributions to Open Source Software Part IV Production, Maintenance and Transportation 13. The Impact of Dynamic Demand and Dynamic Net Revenues on Firm Clockspeed 14. Hibernation Durations for Chain of Machines with Maintenance Under Uncertainty 15. Self-Organized Control of Irregular or Perturbed Network Traffic 16. A stochastic optimal control policy for a manufacturing system on a finite time horizon 17. On a State-Constrained Control Problem in Optimal Production and Maintenance Part V Methodological Advances 18. Reliability Index 19. The direct method for a class of infinite horizon dynamic games Curriculum Vitea - Professor Suresh P. Sethi. Selected Scientific Publications of Professor Suresh P. Sethi.
- Kurztext
- A collection of essays by well known scientists in the field, covering aspects of applications of optimal control and dynamic games to problems in Finance, Management Science, Economics, and Operations ResearchA reference work covering a variety of contemporary questions that can be addressed with optimal control tools and demonstrating the fruitfulness of the methodologyIncludes supplementary material: sn.pub/extras
- Autorenportrait
- Prof. Christophe Deissenberg GREQAM, UMR CNRS 6579 Université de la Méditerranée Château La Farge Route des Milles 13290 Les Milles France Specialisted in economic dynamics, computational economics, decision-making, economic complexity, environmental economics Prof. Richard Hartl Chair of Production and Operations Management BWZ, Institute of Management University of Vienna Bruennerstraße 72 A1210 Vienna Austria Specialized in quantitative methods in production and operations management, dynamics of the firm, optimal control, operations research (OR) methods and applications