Decision & Control in Management Science: Essays in Honor of Alain Haurie: 4 - Brossura

Brossura

ISBN 10: 144194995X ISBN 13: 9781441949950

Casa editrice: Springer, 2010

Riassunto

Decision & Control in Management Science analyzes emerging decision problems in the management and engineering sciences. It is divided into five parts. The first part explores methodological issues involved in the optimization of deterministic and stochastic dynamical systems. The second part describes approaches to the model energy and environmental systems and draws policy implications related to the mitigation of pollutants. The third part applies quantitative techniques to problems in finance and economics, such as hedging of options, inflation targeting, and equilibrium asset pricing. The fourth part considers a series of problems in production systems. Optimization methods are put forward to provide optimal policies in areas such as inventory management, transfer-line, flow-shop and other industrial problems. The last part covers game theory. Chapters range from theoretical issues to applications in politics and interactions in franchising systems.
Decision & Control in Management Science is an excellent reference covering methodological issues and applications in operations research, optimal control, and dynamic games.

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Contenuti

Preface. Contributing Authors. Part I: Dynamical Systems and Optimization. 1. Time, Risk and Conflicts; A. Haurie. 2. Jump Linear System with Time-Delay: Stability, Stabilization, HINFINITY Control and Their Robustness; E.K. Boukas, Z.K. Liu. 3. On Impulsive Ordinary and Delay Differential Equations; F. Dubeau, et al. 4. On Direct Extremization of a Class of Integrals; G. Leitmann. 5. On Optimal Policies of Multichain Finite State Compact Action Markov Decision Processes; A. Leizarowitz. 6. A Bilevel Programming Approach to Optimal Price Setting; P. Marcotte, G. Savard. Part II: Energy and Environmental Modeling. 7. Swiss Policy Options to Curb CO2 Emissions; O. Bahn. 8. Hydro-Québec Reservoir Management with Wind Energy - The Modelling Approach; G. Lafrance, et al. 9. Using Advanced Technology-Rich Models for Regional and Global Economic Analysis of GHG Mitigation; R. Loulou, A. Kanudia. Part III: Finance and Economics. 10. Partial Hedging for Options Based on Extreme Values and Passage Times; H. Ben Ameur, et al. 11. A Continuous Minimax Problem and its Application to Inflation Targeting; B. Rustem, et al. 12. Equilibrium Asset Price Dynamics with Holding-term Switching; D.W.K. Yeung. Part IV: Production and Industrial Systems. 13. Average-Cost Optimality of a Base-Stock Policy for a Multi-Product Inventory Model with Limited Storage; D. Beyer, et al. 14. Industrial Applications of the Variable Neighborhood Search Metaheuristic; P. Jansen, N.Mladenović. 15. Two Approximations as a Basis for the Optimization of Production in Unreliable Markovian Long Transfer Lines; J. Mbihi, et al. 16. An Industrial Cutting Stock Problem; L. Muller Nicoletti, et al. 17. Lotstreaming Single Product in 3-Machine No-Wait Flow-Shops; E. Wagneur. Part V: Game Theory. 18. Uniqueness of Normalized Nash Equilibrium for a Class of Games with Strategies in Banach Spaces; D.A. Carlson. 19. Time Consistency in Cooperative Differential Games; S. Jørgensen, G. Zaccour. 20. Approximate Solutions and &agr;-Well-Posedness for Variational Inequalities and Nash Equilibria; M.B. Lignola, J. Morgan. 21. Government and Opposition Weighted Majority Games: An Analysis of the Italian Political Situation; G. Ricci, et al. 22. Horizontal Strategic Interactions in Franchising; S.P. Sigué. List of publications of Professor Alain Haurie.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2010
• Lingua: Inglese
• ISBN 10: 144194995X
• ISBN 13: 9781441949950
• Rilegatura: Copertina flessibile
• Numero di pagine: 440
• Redattore: Zaccour Georges
• Contatto del produttore: non disponibile
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