Search Results - subject:"Dynamic Programming"

Applied computational economics and finance

Miranda, Mario J.; Fackler, Paul L. - 2002

Persistent link: https://www.econbiz.de/10001674378

Optimal investment in R & D with international knowledge spillovers

Aseev, Sergei; Hutschenreiter, Gernot; Kryažimskij, A. V. - 2002

Persistent link: https://www.econbiz.de/10001675374

The influence of transport investments on economy and environment : an analysis from the perspective of Taiwan

Higano, Yōshirō; Mizunoya, Takeshi; Shin, Cheol-Ho; … - In: Trade, networks and hierarchies : modeling regional and …, (pp. 135-158). 2002

Persistent link: https://www.econbiz.de/10001679542

Taktisches Supply Chain Planning : Planungsunterstützung durch deterministische und stochastische Optimierungsmodelle

Thorn, Jens - 2002

Persistent link: https://www.econbiz.de/10001662290

Decision & control in management science : essays in honor of Alan Haurie

Haurie, Alain (honouree); Zaccour, Georges (ed.); … - 2002

Persistent link: https://www.econbiz.de/10001663529

Neural networks and the financial markets : predicting, combining, and portfolio optimisation

Shadbolt, Jimmy (contributor); Taylor, John G. (contributor) - 2002

Persistent link: https://www.econbiz.de/10001665786

Taxation under uncertainty - problems of dynamic programming and contingent claims analysis in real option theory

Niemann, Rainer; Sureth, Caren - 2002

risk averison. It compares the possible approaches dynamic programming and contingent claims analysis to analyze their …, dynamic programming and contingent claims analysis yield identical investment thresholds under risk neutrality. In contrast … contingent claims analysis is restricted to cases with a dividend rate unaffected by risk. Therefore, only dynamic programming …

Persistent link: https://www.econbiz.de/10001666112

The parametric path method : an alternative to Fair-Taylor and L-B-J for solving perfect foresight models

Judd, Kenneth L. - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1557-1583

Persistent link: https://www.econbiz.de/10001668452

Dynamic non-linear programs as mixed complementary problems (MCP) in GAMS : an application on models of exhaustible resource markets

Flakowski, Sven - 2002

Persistent link: https://www.econbiz.de/10001669943

Policy iteration accelerated with Krylov methods

Mrkaic, Mirco - In: Journal of economic dynamics & control 26 (2002) 4, pp. 517-545

Persistent link: https://www.econbiz.de/10001636601