Dynamic Economic Models And Optimal Control
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Dynamic Economic Models And Optimal Control
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Author :
language : en
Publisher:
Release Date : 1992
Dynamic Economic Models And Optimal Control written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Control theory categories.
Dynamic Economic Models And Optimal Control
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Author : Gustav Feichtinger
language : en
Publisher:
Release Date : 1992
Dynamic Economic Models And Optimal Control written by Gustav Feichtinger and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with categories.
Optimal Control And System Theory In Dynamic Economic Analysis
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Author : Masanao Aoki
language : en
Publisher: North-Holland
Release Date : 1976
Optimal Control And System Theory In Dynamic Economic Analysis written by Masanao Aoki and has been published by North-Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Business & Economics categories.
Foundations Of Dynamic Economic Analysis
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Author : Michael Ralph Caputo
language : en
Publisher: Cambridge University Press
Release Date : 2005-01-17
Foundations Of Dynamic Economic Analysis written by Michael Ralph Caputo and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-17 with Business & Economics categories.
Foundations of Dynamic Economic Analysis presents a modern and thorough exposition of the fundamental mathematical formalism used to study optimal control theory, i.e., continuous time dynamic economic processes, and to interpret dynamic economic behavior. The style of presentation, with its continual emphasis on the economic interpretation of mathematics and models, distinguishes it from several other excellent texts on the subject. This approach is aided dramatically by introducing the dynamic envelope theorem and the method of comparative dynamics early in the exposition. Accordingly, motivated and economically revealing proofs of the transversality conditions come about by use of the dynamic envelope theorem. Furthermore, such sequencing of the material naturally leads to the development of the primal-dual method of comparative dynamics and dynamic duality theory, two modern approaches used to tease out the empirical content of optimal control models. The stylistic approach ultimately draws attention to the empirical richness of optimal control theory, a feature missing in virtually all other textbooks of this type.
Dynamic Economic Models And Optimal Control
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Author : Gustav Feichtinger
language : en
Publisher: North Holland
Release Date : 1992
Dynamic Economic Models And Optimal Control written by Gustav Feichtinger and has been published by North Holland this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Business & Economics categories.
This is the fourth issue in a series of volumes on optimal control theory and its economic applications. This volume reflects the important role which optimal control theory and differential games play in economics and management science. They provide powerful tools for the analysis of intertemporal decision processes arising in economics. The first part of the volume deals with optimal control theory and its applications to economics. The second part contains a selection of contributions to applied dynamic game theory. Finally, in the third part the strange behaviour of various nonlinear dynamical systems is investigated. It illustrates the fact that persistent oscillations and chaos play an increasing role in mathematical economics. In addition to including chaos theory a second innovation in this fourth volume of the series is that for the first time selected discussion remarks have been attached as addenda to some of the contributions.
Optimization In Economics And Finance
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Author : Bruce D. Craven
language : en
Publisher: Springer Science & Business Media
Release Date : 2005
Optimization In Economics And Finance written by Bruce D. Craven 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 2005 with Business & Economics categories.
Extends the optimization techniques, in a form that may be adopted for modeling social choice problems. The models in this book provide possible models for a society's social choice for an allocation that maximizes welfare and utilization of resources. A computer program SCOM is presented here for computing social choice models by optimal control.
Introduction To Dynamic Economic Models
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Author : Brian S. Ferguson
language : en
Publisher:
Release Date : 1998
Introduction To Dynamic Economic Models written by Brian S. Ferguson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.
Unnecessary complexity has been avoided, yet the models have been presented in the same general form as they appear in the professional literature.
Optimal Control Methods For Linear Discrete Time Economic Systems
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Author : Y. Murata
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Optimal Control Methods For Linear Discrete Time Economic Systems written by Y. Murata 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.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf.
Introductory Optimization Dynamics
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Author : P.N.V. Tu
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-11-11
Introductory Optimization Dynamics written by P.N.V. Tu 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.
Optimal Control theory has been increasingly used in Economi- and Management Science in the last fifteen years or so. It is now commonplace, even at textbook level. It has been applied to a great many areas of Economics and Management Science, such as Optimal Growth, Optimal Population, Pollution control, Natural Resources, Bioeconomics, Education, International Trade, Monopoly, Oligopoly and Duopoly, Urban and Regional Economics, Arms Race control, Business Finance, Inventory Planning, Marketing, Maintenance and Replacement policy and many others. It is a powerful tool of dynamic optimization. There is no doubt social sciences students should be familiar with this tool, if not for their own research, at least for reading the literature. These Lecture Notes attempt to provide a plain exposition of Optimal Control Theory, with a number of economic examples and applications designed mainly to illustrate the various techniques and point out the wide range of possible applications rather than to treat exhaustively any area of economic theory or policy. Chapters 2,3 and 4 are devoted to the Calculus of Variations, Chapter 5 develops Optimal Control theory from the Variational approach, Chapter 6 deals with the problems of constrained state and control variables , Chapter 7, with Linear Control models and Chapter 8, with stabilization models. Discrete systems are discussed in Chapter 9 and Sensitivity analysis in Chapter 10. Chapter 11 presents a wide range of Economics and Management Science applications.
Dynamic Economic Problems With Regime Switches
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Author : Josef L. Haunschmied
language : en
Publisher: Springer Nature
Release Date : 2020-11-07
Dynamic Economic Problems With Regime Switches written by Josef L. Haunschmied and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-07 with Business & Economics categories.
This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be externally driven or internally induced by decisions. Utilising the most advanced mathematical methods in optimal control and dynamic game theory, the authors address a broad range of topics, including capital accumulation, innovations, financial decisions, population economics, environmental and resource economics, institutional change and the dynamics of addiction. Given its scope, the book will appeal to all scholars interested in mathematical and quantitative economics.