Control Theory Methods in Economics - Rilegato

Sengupta, Jati; Fanchon, Phillip

 
9780792398455: Control Theory Methods in Economics

Sinossi

This volume provides an integrated, modern treatment of control theory in economics. In addition to synthesizing the different phases of control theory methods, including feedback, stochastic and adaptive control, it discusses several recent developments in applied control theory. Aspects of econometrics estimation receive special emphasis, because of their importance to empirical applications in economics. The text is intended as a general reference for researchers and graduate students of applied control theory methods, but also has extensive professional applications in dynamic portfolio models in finance, neoclassical models of optimal growth, stabilizing control policies in variable structure models and problems of forecasting and estimation in dynamic models of rational expectations.

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Contenuti

Preface. 1. Introduction to Control Theory. 2. Continuous Time Models. 3. Discrete Time Models. 4. Stochastic Control Theory. 5. Economic Implications of Stochastic Control. 6. Variable Structure Systems. 7. Risk Sensitivity, Adjustment of Control and Estimation. Appendix. Index.

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Altre edizioni note dello stesso titolo

9781461378853: Control Theory Methods in Economics

Edizione in evidenza

ISBN 10:  1461378850 ISBN 13:  9781461378853
Casa editrice: Springer, 2012
Brossura