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Tychastic Measure Of Viability Risk
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Book Synopsis Tychastic Measure of Viability Risk by : Jean-Pierre Aubin
Download or read book Tychastic Measure of Viability Risk written by Jean-Pierre Aubin and published by Springer. This book was released on 2014-08-06 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a forecasting mechanism of the price intervals for deriving the SCR (solvency capital requirement) eradicating the risk during the exercise period on one hand and measuring the risk by computing the hedging exit time function associating with smaller investments the date until which the value of the portfolio hedges the liabilities on the other. This information, summarized under the term “tychastic viability measure of risk” is an evolutionary alternative to statistical measures, when dealing with evolutions under uncertainty. The book is written by experts in the field and the target audience primarily comprises research experts and practitioners.
Book Synopsis Time and Money by : Jean-Pierre Aubin
Download or read book Time and Money written by Jean-Pierre Aubin and published by Springer Science & Business Media. This book was released on 2013-08-26 with total page 155 pages. Available in PDF, EPUB and Kindle. Book excerpt: This authored monograph presents an unconventional approach to an important topic in economic theory. The author is an expert in the field of viability theory and applies this theory to analyze how an economy should be dynamically endowed so that it is economically viable. Economic viability requires an assumption on the joint evolution of transactions, fluctuations of prices and units of numeraire goods: the sum of the “transactions values” and the “impact of price fluctuations” should be negative or equal to zero. The book presents a computation of the minimum endowment which restores economic viability and derives the dynamic laws that regulate both transactions and price fluctuations. The target audience primarily comprises open-minded and mathematically interested economists but the book may also be beneficial for graduate students.
Book Synopsis Models for Research and Understanding by : Stanislaw Raczynski
Download or read book Models for Research and Understanding written by Stanislaw Raczynski and published by Springer Nature. This book was released on 2023-01-01 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This introductory textbook/reference addresses the fundamental and mostly applied kinds of models. The focus is on models of dynamic systems that move and change over time. However, the work also proposes new methods of uncertainty treatment, offering supporting examples. Topics and features: Chapters suitable for textbook use in teaching modeling and simulation Includes sections of questions and answers, helpful in didactic work Proposes new methodology in addition to examining conventional approaches Offers some cognitive, more abstract models to give a wider insight on model building The book’s readership may consist of researchers working on multidisciplinary problems, as well educators and students. It may be used while teaching computer simulation, applied mathematics, system analysis and system dynamics.
Book Synopsis Reachable Sets of Dynamic Systems by : Stanislaw Raczynski
Download or read book Reachable Sets of Dynamic Systems written by Stanislaw Raczynski and published by Elsevier. This book was released on 2023-04-21 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: Reachable Sets of Dynamic Systems: Uncertainty, Sensitivity, and Complex Dynamics introduces differential inclusions, providing an overview as well as multiple examples of its interdisciplinary applications. The design of dynamic systems of any type is an important issue as is the influence of uncertainty in model parameters and model sensitivity. The possibility of calculating the reachable sets may be a powerful additional tool in such tasks. This book can help graduate students, researchers, and engineers working in the field of computer simulation and model building, in the calculation of reachable sets of dynamic models. Introduces methodologies and approaches to the modeling and simulation of dynamic systems Presents uncertainty treatment and model sensitivity are described, and interdisciplinary examples Explores applications of differential inclusions in modeling and simulation
Book Synopsis Interacting Complexities of Herds and Social Organizations by : Stanislaw Raczynski
Download or read book Interacting Complexities of Herds and Social Organizations written by Stanislaw Raczynski and published by Springer Nature. This book was released on 2019-09-05 with total page 150 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents examples of and the latest simulation studies on artificial societies and populations, highlighting innovative implementations of various models of artificial societies and populations using a new, C++-related simulation tool. It demonstrates that the prey-predator models—including spatial distribution, moving patterns, limited renewable food, fear, gregarious (herd) instinct, clustering, epidemics, and competition—are more complex than other publications have suggested, and highlights the great discrepancy between agent-based and conventional continuous models. The book also discusses the modeling and simulation of self-organization and interactions between organizations, including terror organizations, offering fascinating insights into organizational dynamics. The book provides a broad range of examples and comparisons with the classical dynamics approach, showing readers how to construct models of complex systems. It starts with descriptions of the behavior of interacting individuals and also includes important information on the macro-behavior of the whole system.
Download or read book The Bioeconomy written by Davide Viaggi and published by CABI. This book was released on 2018-11-30 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: Divided into two parts, the book initially outlines the current definitions, strategies, policy and economic information related to the world's bioeconomy. The second part describes current economic analysis and research efforts in qualifying and understanding the economics of the bioeconomy. This includes the contributions of technology, research and innovation; driving forces and demand-side economics; supply-side economics, and the role of markets and public policy in matching demand and supply. The political economy, regulation and transitions are considered, as well as the contribution of the bioeconomy to society, including growth, development and sustainability. Key features include: - An analysis of varied international approaches to the bioeconomy. - A joint consideration of biotechnology, agriculture, food energy and bio-materials. - An assessment of sustainability in the bioeconomy. - A comprehensive view of the issues from an economic and policy perspective.
Book Synopsis Traffic Networks as Information Systems by : Jean-Pierre Aubin
Download or read book Traffic Networks as Information Systems written by Jean-Pierre Aubin and published by Springer. This book was released on 2016-07-13 with total page 254 pages. Available in PDF, EPUB and Kindle. Book excerpt: This authored monograph covers a viability to approach to traffic management by advising to vehicles circulated on the network the velocity they should follow for satisfying global traffic conditions;. It presents an investigation of three structural innovations: The objective is to broadcast at each instant and at each position the advised celerity to vehicles, which could be read by auxiliary speedometers or used by cruise control devices. Namely, 1. Construct regulation feedback providing at each time and position advised velocities (celerities) for minimizing congestion or other requirements. 2. Taking into account traffic constraints of different type, the first one being to remain on the roads, to stop at junctions, etc. 3. Use information provided by the probe vehicles equipped with GPS to the traffic regulator; 4. Use other global traffic measures of vehicles provided by different types of sensors; These results are based on convex analysis, intertemporal optimization and viability theory as mathematical tools as well as viability algorithms on the computing side, instead of conventional techniques such as partial differential equations and their resolution by finite difference or finite elements algorithms. The target audience primarily covers researchers and mathematically oriented engineers but the book may also be beneficial for graduate students.
Book Synopsis The Interval Market Model in Mathematical Finance by : Pierre Bernhard
Download or read book The Interval Market Model in Mathematical Finance written by Pierre Bernhard and published by Springer Science & Business Media. This book was released on 2012-12-14 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: · probability-free Black-Scholes theory; · fair-price interval of an option; · representation formulas and fast algorithms for option pricing; · rainbow options; · tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.
Book Synopsis Advanced Methods for Decision Making and Risk Management in Sustainability Science by : Jürgen Kropp
Download or read book Advanced Methods for Decision Making and Risk Management in Sustainability Science written by Jürgen Kropp and published by Nova Publishers. This book was released on 2007 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Understanding sustainability is vital to resolving and managing many of today's problems, on a global as well as local scale. Sustainability science is an emerging field of research that comprises concepts and methodologies from different disciplines in a problem-oriented manner. Research efforts are often concentrated in a variety of sectoral domains. The heterogeneity of scientific tasks involved here and the complexity of environmental and social systems call for specific research strategies which are generally a compromise between high-precision analysis and educated guesswork. For understanding of global change, which embraces a variety of processes on several scales, information needs to be refined and compressed rather than amplified. This book aims at presenting advanced methods and techniques to make them available to a wider scientific community involved in global change and sustainability research. The contributions describe novel schemes to study the relationship between the socio-economic and the natural sphere and/or the social dimensions of climate and global change. The methodological approaches can be useful in the design and management of environmental systems, for policy development, environmental risk reduction, and prevention/mitigation strategies. In this context, a variety of environmental and sustainability aspects can be addressed, e.g. changes in the natural environment and land use, environmental impacts on human health, economics and technology, institutional interactions, human activities and behaviour.
Book Synopsis Viability Theory by : Jean Pierre Aubin
Download or read book Viability Theory written by Jean Pierre Aubin and published by . This book was released on 1991 with total page 584 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work examines viability theory and its applications to control theory and differential games. The emphasis is on the construction of feedbacks and dynamical systems by myopic optimization methods. Systems of first-order partial differential inclusions, whose solutions are feedbacks, are constructed and investigated. Basic results are then extended to the case of fuzzy control problems, distributed control problems, and control systems with delays and memory. Aimed at graduate students and research mathematicians, both pure and applied, this book offers specialists in control and nonlinear systems tools to take into account general state constraints. Viability theory also allows researchers in other disciplinesâartificial intelligence, economics, game theory, theoretical biology, population genetics, cognitive sciencesâto go beyond deterministic models by studying them in a dynamical or evolutionary perspective in an uncertain environment. "The book is a compendium of the state of knowledge about viability...Mathematically, the book should be accessible to anyone who has had basic graduate courses in modern analysis and functional analysisâ¦The concepts are defined and many proofs of the requisite results are reproduced here, making the present book essentially self-contained." (Bulletin of the AMS) "Because of the wide scope, the book is an ideal reference for people encountering problems related to viability theory in their researchâ¦It gives a very thorough mathematical presentation. Very useful for anybody confronted with viability constraints." (Mededelingen van het Wiskundig Genootschap)
Book Synopsis Sustainable Management of Natural Resources by : Michel De Lara
Download or read book Sustainable Management of Natural Resources written by Michel De Lara and published by Springer Science & Business Media. This book was released on 2008-08-07 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nowadays, environmental issues including air and water pollution, climate change, overexploitation of marine ecosystems, exhaustion of fossil resources, conservation of biodiversity are receiving major attention from the public, stakeholders and scholars from the local to the planetary scales. It is now clearly recognized that human activities yield major ecological and envir- mental stresses with irreversible loss of species, destruction of habitat or c- matecatastrophesasthemostdramaticexamplesoftheire?ects.Infact,these anthropogenic activities impact not only the states and dynamics of natural resources and ecosystems but also alter human health, well-being, welfare and economic wealth since these resources are support features for human life. The numerous outputs furnished by nature include direct goods such as food, drugs, energy along with indirect services such as the carbon cycle, the water cycle and pollination, to cite but a few. Hence, the various ecological changes our world is undergoing draw into question our ability to sustain economic production, wealth and the evolution of technology by taking natural systems into account. The concept of “sustainable development” covers such concerns, although no universal consensus exists about this notion. Sustainable development - phasizes the need to organize and control the dynamics and the complex - teractions between man, production activities, and natural resources in order to promote their coexistence and their common evolution. It points out the importance of studying the interfaces between society and nature, and es- ciallythecouplingbetweeneconomicsandecology.Itinducesinterdisciplinary scienti?c research for the assessment, the conservation and the management of natural resources.
Book Synopsis Coviability of Social and Ecological Systems: Reconnecting Mankind to the Biosphere in an Era of Global Change by : Olivier Barrière
Download or read book Coviability of Social and Ecological Systems: Reconnecting Mankind to the Biosphere in an Era of Global Change written by Olivier Barrière and published by Springer. This book was released on 2019-03-12 with total page 728 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book considers the principle of ‘sustainable development’ which is currently facing a growing environmental crisis. A new mode of thinking and positioning the ecological imperative is the major input of this volume. The prism of co-viability is not the economics of political agencies that carry the ideology of the dominant/conventional economic schools, but rather an opening of innovation perspectives through science. This volume, through its four parts, more than 40 chapters and a hundred authors, gives birth to a paradigm which crystallizes within a concept that will support in overcoming the ecological emergency deadlock.
Book Synopsis Differential Inclusions by : J.-P. Aubin
Download or read book Differential Inclusions written by J.-P. Aubin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 353 pages. Available in PDF, EPUB and Kindle. Book excerpt: A great impetus to study differential inclusions came from the development of Control Theory, i.e. of dynamical systems x'(t) = f(t, x(t), u(t)), x(O)=xo "controlled" by parameters u(t) (the "controls"). Indeed, if we introduce the set-valued map F(t, x)= {f(t, x, u)}ueu then solutions to the differential equations (*) are solutions to the "differen tial inclusion" (**) x'(t)EF(t, x(t)), x(O)=xo in which the controls do not appear explicitely. Systems Theory provides dynamical systems of the form d x'(t)=A(x(t)) dt (B(x(t))+ C(x(t)); x(O)=xo in which the velocity of the state of the system depends not only upon the x(t) of the system at time t, but also on variations of observations state B(x(t)) of the state. This is a particular case of an implicit differential equation f(t, x(t), x'(t)) = 0 which can be regarded as a differential inclusion (**), where the right-hand side F is defined by F(t, x)= {vlf(t, x, v)=O}. During the 60's and 70's, a special class of differential inclusions was thoroughly investigated: those of the form X'(t)E - A(x(t)), x (0) =xo where A is a "maximal monotone" map. This class of inclusions contains the class of "gradient inclusions" which generalize the usual gradient equations x'(t) = -VV(x(t)), x(O)=xo when V is a differentiable "potential". 2 Introduction There are many instances when potential functions are not differentiable
Book Synopsis Advances in Dynamic Games by : Andrzej S. Nowak
Download or read book Advances in Dynamic Games written by Andrzej S. Nowak and published by Springer Science & Business Media. This book was released on 2007-12-24 with total page 674 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on various aspects of dynamic game theory, presenting state-of-the-art research and serving as a guide to the vitality and growth of the field. A valuable reference for researchers and practitioners in dynamic game theory, it covers a broad range of topics and applications, including repeated and stochastic games, differential dynamic games, optimal stopping games, and numerical methods and algorithms for solving dynamic games. The diverse topics included will also benefit researchers and graduate students in applied mathematics, economics, engineering, systems and control, and environmental science.
Book Synopsis Mathematical Methods of Game and Economic Theory by : Jean-Pierre Aubin
Download or read book Mathematical Methods of Game and Economic Theory written by Jean-Pierre Aubin and published by Courier Corporation. This book was released on 2007-01-01 with total page 658 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical economics and game theory approached with the fundamental mathematical toolbox of nonlinear functional analysis are the central themes of this text. Both optimization and equilibrium theories are covered in full detail. The book's central application is the fundamental economic problem of allocating scarce resources among competing agents, which leads to considerations of the interrelated applications in game theory and the theory of optimization. Mathematicians, mathematical economists, and operations research specialists will find that it provides a solid foundation in nonlinear functional analysis. This text begins by developing linear and convex analysis in the context of optimization theory. The treatment includes results on the existence and stability of solutions to optimization problems as well as an introduction to duality theory. The second part explores a number of topics in game theory and mathematical economics, including two-person games, which provide the framework to study theorems of nonlinear analysis. The text concludes with an introduction to non-linear analysis and optimal control theory, including an array of fixed point and subjectivity theorems that offer powerful tools in proving existence theorems.
Book Synopsis Optima and Equilibria by : Jean-Pierre Aubin
Download or read book Optima and Equilibria written by Jean-Pierre Aubin and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: Progress in the theory of economic equilibria and in game theory has proceeded hand in hand with that of the mathematical tools used in the field, namely nonlinear analysis and, in particular, convex analysis. Jean-Pierre Aubin, one of the leading specialists in nonlinear analysis and its application to economics, has written a rigorous and concise - yet still elementary and self-contained - textbook providing the mathematical tools needed to study optima and equilibria, as solutions to problems, arising in economics, management sciences, operations research, cooperative and non-cooperative games, fuzzy games etc. It begins with the foundations of optimization theory, and mathematical programming, and in particular convex and nonsmooth analysis. Nonlinear analysis is then presented, first game-theoretically, then in the framework of set valued analysis. These results are then applied to the main classes of economic equilibria. The book contains numerous exercises and problems: the latter allow the reader to venture into areas of nonlinear analysis that lie beyond the scope of the book and of most graduate courses.
Book Synopsis Agent-Based Modeling of Environmental Conflict and Cooperation by : Todd K. BenDor
Download or read book Agent-Based Modeling of Environmental Conflict and Cooperation written by Todd K. BenDor and published by CRC Press. This book was released on 2018-09-04 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the recent development and use of computer modeling and simulation as an important tool for understanding environmental and resource-based conflicts and for finding pathways for conflict resolution and cooperation. It introduces a new, innovative technique for using agent-based modeling (ABM) as a tool for better understanding environmental conflicts and discusses the application of agent-based modeling for the analysis of multi-agent interaction and conflict and demonstrates the natural interdisciplinary convergence. The authors explore numerous examples of environmental and resource conflicts around the world, as well as cooperative approaches for conflict resolution.
