Asymptotic Behavior And Optimal Properties Of A Consumption Investment Model With Variable Time Preference

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Control Systems and Mathematical Methods in Economics

Author : Gustav Feichtinger
Publisher : Springer
ISBN 13 : 3319751697
Total Pages : 443 pages
Book Rating : 4.3/5 (197 download)

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Book Synopsis Control Systems and Mathematical Methods in Economics by : Gustav Feichtinger

Download or read book Control Systems and Mathematical Methods in Economics written by Gustav Feichtinger and published by Springer. This book was released on 2018-06-08 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the days of Lev Pontryagin and his associates, the discipline of Optimal Control has enjoyed a tremendous upswing – not only in terms of its mathematical foundations, but also with regard to numerous fields of application, which have given rise to highly active research areas. Few scholars, however, have been able to make contributions to both the mathematical developments and the (socio-)economic applications; Vladimir Veliov is one of them. In the course of his scientific career, he has contributed highly influential research on mathematical aspects of Optimal Control Theory, as well as applications in Economics and Operations Research. One of the hallmarks of his research is its impressive breadth. This volume, published on the occasion of his 65th birthday, accurately reflects that diversity. The mathematical aspects covered include stability theory for difference inclusions, metric regularity, generalized duality theory, the Bolza problem from a functional analytic perspective, and fractional calculus. In turn, the book explores various applications of control theory, such as population dynamics, population economics, epidemiology, optimal growth theory, resource and energy economics, environmental management, and climate change. Further topics include optimal liquidity, dynamics of the firm, and wealth inequality.

Infinite Horizon Optimal Control

Author : Dean A. Carlson
Publisher : Springer Science & Business Media
ISBN 13 : 3642767559
Total Pages : 345 pages
Book Rating : 4.6/5 (427 download)

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Book Synopsis Infinite Horizon Optimal Control by : Dean A. Carlson

Download or read book Infinite Horizon Optimal Control written by Dean A. Carlson and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph deals with various classes of deterministic and stochastic continuous time optimal control problems that are defined over unbounded time intervals. For these problems the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts, referred to here as overtaking optimality, weakly overtaking optimality, agreeable plans, etc. , have been proposed. The motivation for studying these problems arises primarily from the economic and biological sciences where models of this type arise naturally. Indeed, any bound placed on the time hori zon is artificial when one considers the evolution of the state of an economy or species. The responsibility for the introduction of this interesting class of problems rests with the economists who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey [152] who, in his seminal work on the theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a Lagrange problem with unbounded time interval. The advent of modern control theory, particularly the formulation of the famous Maximum Principle of Pontryagin, has had a considerable impact on the treat ment of these models as well as optimization theory in general.

Journal of Economic Dynamics & Control

Author :
Publisher :
ISBN 13 :
Total Pages : 1206 pages
Book Rating : 4.:/5 (49 download)

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Book Synopsis Journal of Economic Dynamics & Control by :

Download or read book Journal of Economic Dynamics & Control written by and published by . This book was released on 2002 with total page 1206 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Uzawa's Transformation and Optimal Control Problems with Variable Rates of Time Preference

Author : Johanna Francis
Publisher :
ISBN 13 :
Total Pages : 32 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Uzawa's Transformation and Optimal Control Problems with Variable Rates of Time Preference by : Johanna Francis

Download or read book Uzawa's Transformation and Optimal Control Problems with Variable Rates of Time Preference written by Johanna Francis and published by . This book was released on 1998 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Sustainability and Endogenous Growth

Author : Karen Pittel
Publisher : Edward Elgar Publishing
ISBN 13 : 9781781957219
Total Pages : 228 pages
Book Rating : 4.9/5 (572 download)

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Book Synopsis Sustainability and Endogenous Growth by : Karen Pittel

Download or read book Sustainability and Endogenous Growth written by Karen Pittel and published by Edward Elgar Publishing. This book was released on 2002-01-01 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since 1990, interest in growth theory in the context of the environment has increased dramatically, resulting in a vast array of articles and books applying different modelling approaches and focusing on a variety of diverse topics. Dealing with endogenous growth under environmental restrictions, Karen Pittel provides a comprehensive survey of the field and highlights some important issues that have so far been rather neglected within the debate on sustainable growth.

Journal of Economic Theory

Author : Karl Shell
Publisher :
ISBN 13 :
Total Pages : 466 pages
Book Rating : 4.0/5 (531 download)

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Book Synopsis Journal of Economic Theory by : Karl Shell

Download or read book Journal of Economic Theory written by Karl Shell and published by . This book was released on 1989 with total page 466 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Working Paper Series

Author :
Publisher :
ISBN 13 :
Total Pages : 502 pages
Book Rating : 4.:/5 (34 download)

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Book Synopsis Working Paper Series by :

Download or read book Working Paper Series written by and published by . This book was released on 1989 with total page 502 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Journal of Economic Literature

Author :
Publisher :
ISBN 13 :
Total Pages : 1198 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Journal of Economic Literature by :

Download or read book Journal of Economic Literature written by and published by . This book was released on 1989 with total page 1198 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Bibliographie der Wirtschaftswissenschaften

Author :
Publisher :
ISBN 13 :
Total Pages : 718 pages
Book Rating : 4.X/5 (3 download)

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Book Synopsis Bibliographie der Wirtschaftswissenschaften by :

Download or read book Bibliographie der Wirtschaftswissenschaften written by and published by . This book was released on 1985 with total page 718 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Index of Economic Articles in Journals and Collective Volumes

Author :
Publisher :
ISBN 13 :
Total Pages : 528 pages
Book Rating : 4.0/5 ( download)

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Book Synopsis Index of Economic Articles in Journals and Collective Volumes by :

Download or read book Index of Economic Articles in Journals and Collective Volumes written by and published by . This book was released on 1987 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:

BEBR Faculty Working Paper

Author :
Publisher :
ISBN 13 :
Total Pages : 384 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis BEBR Faculty Working Paper by :

Download or read book BEBR Faculty Working Paper written by and published by . This book was released on 1980 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Performance Bonds, Firm Reputatuions [sic], and Free-entry Equilibrium

Author : Benjamin Allen
Publisher :
ISBN 13 :
Total Pages : 680 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Performance Bonds, Firm Reputatuions [sic], and Free-entry Equilibrium by : Benjamin Allen

Download or read book Performance Bonds, Firm Reputatuions [sic], and Free-entry Equilibrium written by Benjamin Allen and published by . This book was released on 1987 with total page 680 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Mathematical Reviews

Author :
Publisher :
ISBN 13 :
Total Pages : 678 pages
Book Rating : 4.X/5 (1 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 1985 with total page 678 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Handbook of Behavioral Economics - Foundations and Applications 1

Author :
Publisher : Elsevier
ISBN 13 : 0444633898
Total Pages : 749 pages
Book Rating : 4.4/5 (446 download)

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Book Synopsis Handbook of Behavioral Economics - Foundations and Applications 1 by :

Download or read book Handbook of Behavioral Economics - Foundations and Applications 1 written by and published by Elsevier. This book was released on 2018-09-27 with total page 749 pages. Available in PDF, EPUB and Kindle. Book excerpt: Handbook of Behavioral Economics: Foundations and Applications presents the concepts and tools of behavioral economics. Its authors are all economists who share a belief that the objective of behavioral economics is to enrich, rather than to destroy or replace, standard economics. They provide authoritative perspectives on the value to economic inquiry of insights gained from psychology. Specific chapters in this first volume cover reference-dependent preferences, asset markets, household finance, corporate finance, public economics, industrial organization, and structural behavioural economics. This Handbook provides authoritative summaries by experts in respective subfields regarding where behavioral economics has been; what it has so far accomplished; and its promise for the future. This taking-stock is just what Behavioral Economics needs at this stage of its so-far successful career. - Helps academic and non-academic economists understand recent, rapid changes in theoretical and empirical advances within behavioral economics - Designed for economists already convinced of the benefits of behavioral economics and mainstream economists who feel threatened by new developments in behavioral economics - Written for those who wish to become quickly acquainted with behavioral economics

Econometric Analysis of Cross Section and Panel Data, second edition

Author : Jeffrey M. Wooldridge
Publisher : MIT Press
ISBN 13 : 0262232588
Total Pages : 1095 pages
Book Rating : 4.2/5 (622 download)

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Book Synopsis Econometric Analysis of Cross Section and Panel Data, second edition by : Jeffrey M. Wooldridge

Download or read book Econometric Analysis of Cross Section and Panel Data, second edition written by Jeffrey M. Wooldridge and published by MIT Press. This book was released on 2010-10-01 with total page 1095 pages. Available in PDF, EPUB and Kindle. Book excerpt: The second edition of a comprehensive state-of-the-art graduate level text on microeconometric methods, substantially revised and updated. The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. By focusing on assumptions that can be given behavioral content, the book maintains an appropriate level of rigor while emphasizing intuitive thinking. The analysis covers both linear and nonlinear models, including models with dynamics and/or individual heterogeneity. In addition to general estimation frameworks (particular methods of moments and maximum likelihood), specific linear and nonlinear methods are covered in detail, including probit and logit models and their multivariate, Tobit models, models for count data, censored and missing data schemes, causal (or treatment) effects, and duration analysis. Econometric Analysis of Cross Section and Panel Data was the first graduate econometrics text to focus on microeconomic data structures, allowing assumptions to be separated into population and sampling assumptions. This second edition has been substantially updated and revised. Improvements include a broader class of models for missing data problems; more detailed treatment of cluster problems, an important topic for empirical researchers; expanded discussion of "generalized instrumental variables" (GIV) estimation; new coverage (based on the author's own recent research) of inverse probability weighting; a more complete framework for estimating treatment effects with panel data, and a firmly established link between econometric approaches to nonlinear panel data and the "generalized estimating equation" literature popular in statistics and other fields. New attention is given to explaining when particular econometric methods can be applied; the goal is not only to tell readers what does work, but why certain "obvious" procedures do not. The numerous included exercises, both theoretical and computer-based, allow the reader to extend methods covered in the text and discover new insights.

Econometric Models For Industrial Organization

Author : Matthew Shum
Publisher : World Scientific
ISBN 13 : 981310967X
Total Pages : 154 pages
Book Rating : 4.8/5 (131 download)

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Book Synopsis Econometric Models For Industrial Organization by : Matthew Shum

Download or read book Econometric Models For Industrial Organization written by Matthew Shum and published by World Scientific. This book was released on 2016-12-14 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Economic Models for Industrial Organization focuses on the specification and estimation of econometric models for research in industrial organization. In recent decades, empirical work in industrial organization has moved towards dynamic and equilibrium models, involving econometric methods which have features distinct from those used in other areas of applied economics. These lecture notes, aimed for a first or second-year PhD course, motivate and explain these econometric methods, starting from simple models and building to models with the complexity observed in typical research papers. The covered topics include discrete-choice demand analysis, models of dynamic behavior and dynamic games, multiple equilibria in entry games and partial identification, and auction models.

Handbooks in Operations Research and Management Science: Financial Engineering

Author : John R. Birge
Publisher : Elsevier
ISBN 13 : 9780080553252
Total Pages : 1026 pages
Book Rating : 4.5/5 (532 download)

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Book Synopsis Handbooks in Operations Research and Management Science: Financial Engineering by : John R. Birge

Download or read book Handbooks in Operations Research and Management Science: Financial Engineering written by John R. Birge and published by Elsevier. This book was released on 2007-11-16 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.