Search Results - subject:"Control theory"

Stochastic intertemporal optimization in discrete time

Fleming, Wendell Helms; Stein, Jerome L. - 2000

The standard literature concerning intertemporal optimization in international finance is based upon certainty equivalence, and ignores risk and uncertainty. It therefore is not helpful concerning risk management and evaluation of the risk involved in the holding of international short-term...

Persistent link: https://www.econbiz.de/10001546225

A stochastic control framework for real options in strategic valuation

Vollert, Alexander - 2000

Persistent link: https://www.econbiz.de/10001550637

A dynamic environmental theory of production

Dobos, Imre - 2000

Persistent link: https://www.econbiz.de/10001552833

Stochastic control of funding systems

Taylor, Greg (contributor) - 2000

Persistent link: https://www.econbiz.de/10001585619

Problems of transition from a planned to a market economy

Krelle, Wilhelm - In: Macromodels '99 : proceedings of the twenty six …, (pp. 9-46). 2000

Persistent link: https://www.econbiz.de/10001627576

Correcting NDP for SO2 and NOX emissions : implementation of a theoretical model in practice

Ahlroth, Sofia (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001714014

Viable domains in the control space

Martos, Béla - In: Planning, shortage, and transformation : essays in …, (pp. 47-56). 2000

Persistent link: https://www.econbiz.de/10001920624

Country Debt Risk : A Stochastic Optimal Control Perspective

Fleming, Wendell H.; Stein, Jerome L. - 2000

Data on the credit rating of bonds issued in the first half of the 1990s suggest that investors in emerging market securities paid little attention to credit risk, or that they were comfortable with the high level of credit risk that they were incurring. The literature in international finance...

Persistent link: https://www.econbiz.de/10014142584

Optimal Control Theory : Applications to Management Science and Economics

Sethi, Suresh P. - 2000 - Second Edition

What is Optimal Control Theory? -- The Maximum Principle: Continuous Time -- The Maximum Principle: Mixed Inequality … a thoroughly revised edition of their classic text on Optimal Control Theory. The new edition has been completely … consumption of natural resources, and applications of control theory to economics. The book contains new results that were not …

Persistent link: https://www.econbiz.de/10013518380

Optimization : Proceedings of the 9th Belgian-French-German Conference on Optimization Namur, September 7-11, 1998

Nguyen, Van Hien - 2000

The book presents and discusses theoretical and practical developments in the field of optimization. All papers contain new results and the emphasis has been put on the accessibility of each paper for researchers working in optimization. The topics covered in this volume include: Mathematical...

Persistent link: https://www.econbiz.de/10013519701