Buch, Englisch, Band 7, 344 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 557 g
Applications in Finance, Management Science and Economics
Buch, Englisch, Band 7, 344 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 557 g
Reihe: Advances in Computational Management Science
ISBN: 978-1-4419-3839-8
Verlag: Springer US
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Unternehmensfinanzierung
- Wirtschaftswissenschaften Wirtschaftswissenschaften Literatur für Manager
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
- Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Wirtschaftswissenschaften Betriebswirtschaft Management Unternehmensführung
- Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
Weitere Infos & Material
Applications to Marketing.- Advertising Directed Towards Existing and New Customers.- Advertising and Advertising Claims Over Time.- Environmental Applications.- Capital Resource Substitution, Overshooting, and Sustainable Development.- Hierarchical and Asymptotic Optimal Control Models for Economic Sustainable Development.- Common Property Resource and Private Capital Accumulation with Random Jump.- Transfer Mechanisms Inducing a Sustainable Forest Exploitation.- Characterizing Dynamic Irrigation Policies Via Green’s Theorem.- Applications in Economics and Finance.- Volatility Forecasts and the Profitability of Automated Trading Strategies.- Two-Part Tariff Pricing in a Dynamic Environment.- Numerical Solutions to Lump-Sum Pension Fund Problems That Can Yield Left-Skewed Fund Return Distributions.- Differentiated Capital and the Distribution of Wealth.- Optimal Firm Contributions to Open Source Software.- Production, Maintenance and Transportation.- The Impact of Dynamic Demand and Dynamic Net Revenues on Firm Clockspeed.- Hibernation Durations for Chain of Machines with Maintenance under Uncertainty.- Self-Organized Control of Irregular or Perturbed Network Traffic.- A Stochastic Optimal Control Policy for A Manufacturing System on A Finite Time Horizon.- On A State-Constrained Control Problem in Optimal Production and Maintenance.- Methodological Advances.- Reliability Index.- The Direct Method for A Class of Infinite Horizon Dynamic Games.