Duality In Stochastic Linear And Dynamic Programming
DOWNLOAD
Download Duality In Stochastic Linear And Dynamic Programming PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Duality In Stochastic Linear And Dynamic Programming book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Duality In Stochastic Linear And Dynamic Programming
DOWNLOAD
Author : Willem K. Klein Haneveld
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Duality In Stochastic Linear And Dynamic Programming written by Willem K. Klein Haneveld and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Business & Economics categories.
Duality In Stochastic Linear And Dynamic Programming
DOWNLOAD
Author : Willem K. Klein Haneveld (Mathematiker, Niederlande)
language : en
Publisher:
Release Date : 1985
Duality In Stochastic Linear And Dynamic Programming written by Willem K. Klein Haneveld (Mathematiker, Niederlande) and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1985 with categories.
Handbook Of Markov Decision Processes
DOWNLOAD
Author : Eugene A. Feinberg
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Handbook Of Markov Decision Processes written by Eugene A. Feinberg and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
Eugene A. Feinberg Adam Shwartz This volume deals with the theory of Markov Decision Processes (MDPs) and their applications. Each chapter was written by a leading expert in the re spective area. The papers cover major research areas and methodologies, and discuss open questions and future research directions. The papers can be read independently, with the basic notation and concepts ofSection 1.2. Most chap ters should be accessible by graduate or advanced undergraduate students in fields of operations research, electrical engineering, and computer science. 1.1 AN OVERVIEW OF MARKOV DECISION PROCESSES The theory of Markov Decision Processes-also known under several other names including sequential stochastic optimization, discrete-time stochastic control, and stochastic dynamic programming-studiessequential optimization ofdiscrete time stochastic systems. The basic object is a discrete-time stochas tic system whose transition mechanism can be controlled over time. Each control policy defines the stochastic process and values of objective functions associated with this process. The goal is to select a "good" control policy. In real life, decisions that humans and computers make on all levels usually have two types ofimpacts: (i) they cost orsavetime, money, or other resources, or they bring revenues, as well as (ii) they have an impact on the future, by influencing the dynamics. In many situations, decisions with the largest immediate profit may not be good in view offuture events. MDPs model this paradigm and provide results on the structure and existence of good policies and on methods for their calculation.
Advances In Operations Research In The Oil And Gas Industry
DOWNLOAD
Author : Michèle Breton
language : en
Publisher: Editions TECHNIP
Release Date : 1991
Advances In Operations Research In The Oil And Gas Industry written by Michèle Breton and has been published by Editions TECHNIP this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
Nonlinear And Convex Analysis In Economic Theory
DOWNLOAD
Author : Toru Maruyama
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Nonlinear And Convex Analysis In Economic Theory written by Toru Maruyama and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The papers collected in this volume are contributions to T.I.Tech./K.E.S. Conference on Nonlinear and Convex Analysis in Economic Theory, which was held at Keio University, July 2-4, 1993. The conference was organized by Tokyo Institute of Technology (T. I. Tech.) and the Keio Economic Society (K. E. S.) , and supported by Nihon Keizai Shimbun Inc .. A lot of economic problems can be formulated as constrained optimiza tions and equilibrations of their solutions. Nonlinear-convex analysis has been supplying economists with indispensable mathematical machineries for these problems arising in economic theory. Conversely, mathematicians working in this discipline of analysis have been stimulated by various mathematical difficulties raised by economic the ories. Although our special emphasis was laid upon "nonlinearity" and "con vexity" in relation with economic theories, we also incorporated stochastic aspects of financial economics in our project taking account of the remark able rapid growth of this discipline during the last decade. The conference was designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who were seeking for effective mathematical weapons for their researches. Thirty invited talks (six of them were plenary talks) given at the conf- ence were roughly classified under the following six headings : 1) Nonlinear Dynamical Systems and Business Fluctuations, . 2) Fixed Point Theory, 3) Convex Analysis and Optimization, 4) Eigenvalue of Positive Operators, 5) Stochastic Analysis and Financial Market, 6) General Equilibrium Analysis.
Bootstrapping And Related Techniques
DOWNLOAD
Author : Karl-Heinz Jöckel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Bootstrapping And Related Techniques written by Karl-Heinz Jöckel and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This book contains 30 selected, refereed papers from an in- ternational conference on bootstrapping and related techni- ques held in Trier 1990. Thepurpose of the book is to in- form about recent research in the area of bootstrap, jack- knife and Monte Carlo Tests. Addressing the novice and the expert it covers as well theoretical as practical aspects of these statistical techniques. Potential users in different disciplines as biometry, epidemiology, computer science, economics and sociology but also theoretical researchers s- hould consult the book to be informed on the state of the art in this area.
Game Theoretical Foundations Of Evolutionary Stability
DOWNLOAD
Author : Immanuel M. Bomze
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-12-19
Game Theoretical Foundations Of Evolutionary Stability written by Immanuel M. Bomze and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-19 with Business & Economics categories.
These Lecture Notes arose from discussions we had over a working paper written by the first author in fall 1987. We decided then to write a short paper about the basic structure of evolutionary stability and found ourselves ending up with a book manuscript. Parts of the material contained herein were presented in a seminar at the Department of Mathematics at the University of Vienna, as well as at a workshop on evolutionary game theory in Bielefeld. The final version of the manuscript has certainly benefitted from critical comments and suggestions by the participants of both the seminar and the workshop. Thanks are also due to S. Bomze-de Barba, R. Burger, G. Danninger, J. Hofbauer, R. Selten, K. Sigmund, G. Stiastny and F. Weising. The co-operation of W. Muller from Springer Verlag, Heidelberg, is gratefully acknowledged. Vienna, November 1988 Immanuel M. Bomze Benedikt M. Potscher III Contents 1. Introduction 1 2. Strategies and payoffs 5 2. 1. A general setting for evolutionary game theory 6 2. 2. Mixed strategies and population games 8 2. 3. Finite number of strategies . . . . . 13 2. 4. Infinitely many (pure) strategies 15 2. 5. Structured populations: asymmetric contests and multitype games 17 2. 6. Additional remarks . . . . . . . . . . . . . . . . . . . . . 21 3. Evolutionary stability 25 3. 1. Definition of evolutionary stability 25 3. 2. Evolutionary stability and solution concepts in classical game theory 30 3. 3. Conditions for evolutionary stability based on the normal cone 31 3. 4.
The Theory Of Oligopoly With Multi Product Firms
DOWNLOAD
Author : Koji Okuguchi
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
The Theory Of Oligopoly With Multi Product Firms written by Koji Okuguchi and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-14 with Business & Economics categories.
In this book a rigorous, systematic, mathematical analysis is presented for oligopoly with multi-product firms in static as well as dynamic frameworks in the light of recent developments in theories of games, oligopoly and industrial organization. The general results derived in this book on oligopoly with multi-product firms contain, as special cases, all previous results on oligopoly with single product as well as oligopoly with product differentiation and single product firms. A constructive nu- merical method is given for finding the Cournot-Nash equilibrium, which may be extremely valuable to those who are interested in numerical analysis of the effects of various industrial policies. A sequential adjustment process is also formulated for finding the equilibrium. Dynamic adjustment processes have two versions, one with a discrete time scale and the other with a continuous time scale. The stability of the equilibrium is thoroughly investigated utilizing powerful mathematical results from the stability and linear algebra literature. The methodology developed for analyzing stability proves to be useful for dynamic analysis of economic models.
Alternative Theories Of Output Unemployment And Inflation In Germany 1960 1985
DOWNLOAD
Author : Christine Sauer
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Alternative Theories Of Output Unemployment And Inflation In Germany 1960 1985 written by Christine Sauer and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
by Jerome L. Stein Disenchantment with Keynesian econollics developed during the post-1968 period when the rate of growth of output declined, the rate of unemployment rose, and the rate of inflation increased in the U.S. and in other countries. This paradox, called stagflation, was inconsistent with the tenet of Keynesian economics that cyclical movemants in prices and output relative to their respective trends are positively correlated. A search occurred for a more satisfactory theory of macroeconomics which could explain the paradox of stagflation and the observed economic phenomena. The New Classical Economics (NCE) developed as the total rejection of Keynesian economics. The Keynesians claimed that their demand management policies contributed to the obsolescence of the business cycle and successfully eliminated the gap between full employment (potential) output and actusl output. The NCE argued just the opposite: the unemplo~nt rate or growth rate of real output is insensitive to systematic demand management policies [Lucas; Sargent and Wallace].
Aspiration Based Decision Support Systems
DOWNLOAD
Author : Andrzej Lewandowski
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Aspiration Based Decision Support Systems written by Andrzej Lewandowski and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-11 with Business & Economics categories.
It is not easy to summarize -even in a volume -the results of a scientific study con ducted by circa 30 researchers, in four different research institutions, though cooperating between them and jointly with the International Institute for Applied Systems Analysis, but working part-time, sponsored not only by IIASA's national currency funds, but also by several other research grants in Poland. The aims of this cooperative study were de fined broadly by its title Theory, Software and Testing Examples for Decision Support Systems. The focusing theme was the methodology of decision analysis and support related to the principle of reference point optimization (developed by the editors of this volume and called also variously: aspiration-led decision support, quasi-satisfying framework of rationality, DIDAS methodology etc. ). This focusing theme motivated extensive theoretical research - from basic methodological issues of decision analysis, through various results in mathematical programming (in the fields of large scale and stochastic optimization, nondifferentiable optimization, cooperative game theory) mo tivated and needed because of this theme, through methodological issues related to software development to issues resulting from testing and applications. We could not include in this volume all papers -theoretical, methodological, appiied, software manu als and documentation -written during this cooperative study.