Optimal control and dynamic games : applications in finance, management science and economics / edited by Christophe Deissenberg and Richard F. Hartl.
"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 &quo...
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| Other Authors: | , |
| Format: | Ebook |
| Language: | English |
| Published: |
Dordrecht [Netherlands] :
Springer,
2005.
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| Series: | Advances in computational management science ;
v. 7. |
| Subjects: | |
| Online Access: | Springer eBooks |
Table of Contents:
- Applications to Marketing:
- Advertising Directed Towards Existing and New Customers / Richard F. Hartl, Peter M. Kort
- Advertising and Advertising Claims Over Time / Charles S. Tapiero
- Environmental Applications:
- Capital Resource Substitution, Overshooting, and Sustainable Development / Hassan Bencheckroun, Seiichi Katayama, Ngo Van Long
- Hierarchical and Asymptotic Optimal Control Models for Economic Sustainable Development / Alain B. Haurie
- Common Property Resource and Private Capital Accumulation with Random Jump / Masatoshi Fujisaki, Seiichi Katayama, Hiroshi Ohta
- Transfer Mechanisms Inducing a Sustainable Forest Exploitation / Guiomar Martín-Herrán, Mabel Tidball
- Characterizing Dynamic Irrigation Policies Via Green’s Theorem / Uri Shani, Yacov Tsur, Amos Zemel
- Applications in Economics and Finance:
- Volatility Forecasts and the Profitability of Automated Trading Strategies / Engelbert J. Dockner, Günter Strobl
- Two-Part Tariff Pricing in a Dynamic Environment / Gila E. Fruchter
- Numerical Solutions to Lump-Sum Pension Fund Problems That Can Yield Left-Skewed Fund Return Distributions / Jacek B. Krawczyk
- Differentiated Capital and the Distribution of Wealth / Gerhard Sorger
- Optimal Firm Contributions to Open Source Software / Ernan Haruvy, Ashutosh Prasad, Suresh P. Sethi, Rong Zhang
- Production, Maintenance and Transportation:
- The Impact of Dynamic Demand and Dynamic Net Revenues on Firm Clockspeed / Janice E. Carrillo
- Hibernation Durations for Chain of Machines with Maintenance under Uncertainty / Ali Dogramaci
- Self-Organized Control of Irregular or Perturbed Network Traffic / Dirk Helbing, Stefan Lämmer, Jean-Patrick Lebacque
- A Stochastic Optimal Control Policy for A Manufacturing System on A Finite Time Horizon / Eugene Khmelnitsky, Gonen Singer
- On A State-Constrained Control Problem in Optimal Production and Maintenance / Helmut Maurer, Jang-Ho Robert Kim, Georg Vossen
- Methodological Advances:
- Reliability Index / A. Bensoussan
- The Direct Method for A Class of Infinite Horizon Dynamic Games / Dean A. Carlson, George Leitmann.