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Applications Of Mathematical Control Theory To Finance I Modelling Simple Dynamic Cash Balance Problems
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Book Synopsis Applications of Mathematical Control Theory to Finance. I. Modelling Simple Dynamic Cash Balance Problems by : Suresh P. Sethi
Download or read book Applications of Mathematical Control Theory to Finance. I. Modelling Simple Dynamic Cash Balance Problems written by Suresh P. Sethi and published by . This book was released on 1970 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: Several simple models, discrete and continuous, are proposed for the problem of cash balances. This is the problem of a firm which must meet its demand for cash at minimum discounted cost during a horizon period. It is assumed that surplus cash is invested in securities. The model is solved by application mathematical control theory and the optimal policy is shown to depend upon the ratio of products of the future discount factors for cash and securities. (Author).
Book Synopsis Business Dynamics Models by : Eugenius Kaszkurewicz
Download or read book Business Dynamics Models written by Eugenius Kaszkurewicz and published by SIAM. This book was released on 2022-11-24 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces optimal control methods, formulated as optimization problems, applied to business dynamics problems. Business dynamics refers to a combination of business management and financial objectives embedded in a dynamical system model. The model is subject to a control that optimizes a performance index and takes both management and financial aspects into account. Business Dynamics Models: Optimization-Based One Step Ahead Optimal Control includes solutions that provide a rationale for the use of optimal control and guidelines for further investigation into more complex models, as well as formulations that can also be used in a so-called flight simulator mode to investigate different complex scenarios. The text offers a modern programming environment (Jupyter notebooks in JuMP/Julia) for modeling, simulation, and optimization, and Julia code and notebooks are provided on a website for readers to experiment with their own examples. This book is intended for students majoring in applied mathematics, business, and engineering. The authors use a formulation-algorithm-example approach, rather than the classical definition-theorem-proof, making the material understandable to senior undergraduates and beginning graduates.
Author :Christophe Deissenberg Publisher :Springer Science & Business Media ISBN 13 :0387258051 Total Pages :344 pages Book Rating :4.3/5 (872 download)
Book Synopsis Optimal Control and Dynamic Games by : Christophe Deissenberg
Download or read book Optimal Control and Dynamic Games written by Christophe Deissenberg and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 "Sethi and Thompson: Optimal Control Theory: Applications to Management Science and Economics". The book consists of a collection of essays by some of the best known scientists in the field, covering diverse aspects of applications of optimal control and dynamic games to problems in Finance, Management Science, Economics, and Operations Research. In doing so, it provides both a state-of-the-art overview over recent developments in the field, and a reference work covering the wide variety of contemporary questions that can be addressed with optimal control tools, and demonstrates the fruitfulness of the methodology.
Book Synopsis Review of Current Information in the Treasury Dept. Library by : United States Department of the Treasury. Library
Download or read book Review of Current Information in the Treasury Dept. Library written by United States Department of the Treasury. Library and published by . This book was released on 1970 with total page 370 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems by : Houmin Yan
Download or read book Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems written by Houmin Yan and published by Springer Science & Business Media. This book was released on 2006-09-10 with total page 397 pages. Available in PDF, EPUB and Kindle. Book excerpt: This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control. One of the salient features is that the book is highly multi-disciplinary. The book is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday, in view of his distinguished career.
Book Synopsis The Stochastic Cash Balance Problem by : Menash Ihsan Abed
Download or read book The Stochastic Cash Balance Problem written by Menash Ihsan Abed and published by . This book was released on 1972 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Optimal Control Theory by : Suresh P. Sethi
Download or read book Optimal Control Theory written by Suresh P. Sethi and published by Taylor & Francis US. This book was released on 2006 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimal control methods are used to determine optimal ways to control a dynamic system. The theoretical work in this field serves as a foundation for the book, which the authors have applied to business management problems developed from their research and classroom instruction. Sethi and Thompson have provided management science and economics communities with a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely refined with careful attention to the text and graphic material presentation. Chapters cover a range of topics including finance, production and inventory problems, marketing problems, machine maintenance and replacement, problems of optimal consumption of natural resources, and applications of control theory to economics. The book contains new results that were not available when the first edition was published, as well as an expansion of the material on stochastic optimal control theory.
Book Synopsis Some Structured Problems in the Optimal Control of Diffusions by : Allison James Taylor
Download or read book Some Structured Problems in the Optimal Control of Diffusions written by Allison James Taylor and published by . This book was released on 1976 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Proceedings by : American Institute for Decision Sciences. Meeting
Download or read book Proceedings written by American Institute for Decision Sciences. Meeting and published by . This book was released on 1979 with total page 464 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Government Reports Announcements by :
Download or read book Government Reports Announcements written by and published by . This book was released on 1971-05-10 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Managerial Finance by : John Fred Weston
Download or read book Managerial Finance written by John Fred Weston and published by Weidenfeld & Nicolson. This book was released on 1988 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis A Stochastic Cash Management Problem with Capital Gains Taxation by : Suckhyun Phang
Download or read book A Stochastic Cash Management Problem with Capital Gains Taxation written by Suckhyun Phang and published by . This book was released on 1976 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Research in Management by : B. L. Maheshwari
Download or read book Research in Management written by B. L. Maheshwari and published by . This book was released on 1990 with total page 582 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Financial Modeling in a Life Cycle Theory of the Firm by : Andrew J. Senchack
Download or read book Financial Modeling in a Life Cycle Theory of the Firm written by Andrew J. Senchack and published by . This book was released on 1978 with total page 26 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Government Reports Index written by and published by . This book was released on 1971 with total page 942 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Applied Optimal Control by : Alain Bensoussan
Download or read book Applied Optimal Control written by Alain Bensoussan and published by North-Holland. This book was released on 1978 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Finance as a Dynamic Process by : Edwin J. Elton
Download or read book Finance as a Dynamic Process written by Edwin J. Elton and published by Prentice Hall. This book was released on 1974 with total page 184 pages. Available in PDF, EPUB and Kindle. Book excerpt: