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

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

05.01.2011

Abbildungen

XXIV, 344 p.

Herausgeber

Christophe Deissenberg + weitere

Verlag

Springer Us

Seitenzahl

344

Maße (L/B/H)

23,5/15,5/2 cm

Gewicht

557 g

Sprache

Englisch

ISBN

978-1-4419-3839-8

Beschreibung

Portrait


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



A-1210 Vienna



Austria


Specialized in quantitative methods in production and operations management, dynamics of the firm, optimal control, operations research (OR) methods and applications


 

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

05.01.2011

Abbildungen

XXIV, 344 p.

Herausgeber

Verlag

Springer Us

Seitenzahl

344

Maße (L/B/H)

23,5/15,5/2 cm

Gewicht

557 g

Sprache

Englisch

ISBN

978-1-4419-3839-8

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Optimal Control and Dynamic Games
  • Produktbild: Optimal Control and Dynamic Games
  • 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.