Optimal Control and Dynamic Games Applications in Finance, Management Science and Economics /

Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of Applied Optimal Control. Professor Sethi is internationally one of the foremost experts in this field. He is, among others, co-author of the popular textbook "Seth...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Deissenberg, Christophe (Editor ), Hartl, Richard F. (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer US : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Colección:Advances in Computational Management Science ; 7
Temas:
Econometrics.
Finance.
Operations research.
Management.
Quantitative Economics.
Financial Economics.
Operations Research and Decision Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Applications to Marketing
  • Advertising Directed Towards Existing and New Customers
  • Advertising and Advertising Claims Over Time
  • Environmental Applications
  • Capital Resource Substitution, Overshooting, and Sustainable Development
  • Hierarchical and Asymptotic Optimal Control Models for Economic Sustainable Development
  • Common Property Resource and Private Capital Accumulation with Random Jump
  • Transfer Mechanisms Inducing a Sustainable Forest Exploitation
  • Characterizing Dynamic Irrigation Policies Via Green's Theorem
  • Applications in Economics and Finance
  • Volatility Forecasts and the Profitability of Automated Trading Strategies
  • Two-Part Tariff Pricing in a Dynamic Environment
  • Numerical Solutions to Lump-Sum Pension Fund Problems That Can Yield Left-Skewed Fund Return Distributions
  • Differentiated Capital and the Distribution of Wealth
  • Optimal Firm Contributions to Open Source Software
  • Production, Maintenance and Transportation
  • The Impact of Dynamic Demand and Dynamic Net Revenues on Firm Clockspeed
  • Hibernation Durations for Chain of Machines with Maintenance under Uncertainty
  • Self-Organized Control of Irregular or Perturbed Network Traffic
  • A Stochastic Optimal Control Policy for A Manufacturing System on A Finite Time Horizon
  • On A State-Constrained Control Problem in Optimal Production and Maintenance
  • Methodological Advances
  • Reliability Index
  • The Direct Method for A Class of Infinite Horizon Dynamic Games.

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