Optimal Policies for Nonlinear Economic Models: The OPTGAME3 and OPTCON2 Algorithms: Theory and Applications - Softcover
Synopsis
Many interesting economic models cannot be solved analytically using the standard mathematical techniques. Nonlinear stochastic optimal control problems and nonlinear dynamic tracking games are two research areas where this problem occurs frequently and which are discussed in this work. This book gives some insight into these frameworks, both on the theoretical basis and giving application examples. From the theoretical point of view, this book describes both frameworks and presents two numerical methods designed to solve such problems. The algorithm OPTCON2 is designed for solving nonlinear stochastic optimal control problems. The algorithm OPTGAME3 is designed for solving nonlinear dynamic tracking games. The application part of the book gives several examples of using these frameworks for economic problems. The present work is oriented at readers which are mainly interested in research. As such the book is aimed at graduate students and researchers mainly, but not only in economics.
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About the Author
Dr. Dmitri Blueschke is a Postdoc assistant at the department of Economics, Klagenfurt University. He studied Economics at the University of Bielefeld and got his Ph.D. in Economics at Klagenfurt University. His research interests are optimal control problems, dynamic games, econometrics, heuristic optimization and numerical algorithms.
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Optimal Policies for Nonlinear Economic Models
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Südwestdeutscher Verlag Für Hochschulschriften AG Co. KG Aug 2015, 2015
ISBN 10: 3838138031
ISBN 13: 9783838138039
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Many interesting economic models cannot be solved analytically using the standard mathematical techniques. Nonlinear stochastic optimal control problems and nonlinear dynamic tracking games are two research areas where this problem occurs frequently and which are discussed in this work. This book gives some insight into these frameworks, both on the theoretical basis and giving application examples. From the theoretical point of view, this book describes both frameworks and presents two numerical methods designed to solve such problems. The algorithm OPTCON2 is designed for solving nonlinear stochastic optimal control problems. The algorithm OPTGAME3 is designed for solving nonlinear dynamic tracking games. The application part of the book gives several examples of using these frameworks for economic problems. The present work is oriented at readers which are mainly interested in research. As such the book is aimed at graduate students and researchers mainly, but not only in economics. 184 pp. Englisch. Seller Inventory # 9783838138039
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Optimal Policies for Nonlinear Economic Models
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ISBN 10: 3838138031
ISBN 13: 9783838138039
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Blueschke DmitriDr. Dmitri Blueschke is a Postdoc assistant at the department of Economics, Klagenfurt University. He studied Economics at the University of Bielefeld and got his Ph.D. in Economics at Klagenfurt University. His resea. Seller Inventory # 5408030
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Optimal Policies for Nonlinear Economic Models | The OPTGAME3 and OPTCON2 Algorithms: Theory and Applications
Published by
Südwestdeutscher Verlag für Hochschulschriften AG Co. KG, 2015
ISBN 10: 3838138031
ISBN 13: 9783838138039
New
Taschenbuch
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Taschenbuch. Condition: Neu. Optimal Policies for Nonlinear Economic Models | The OPTGAME3 and OPTCON2 Algorithms: Theory and Applications | Dmitri Blueschke | Taschenbuch | Paperback | 184 S. | Englisch | 2015 | Südwestdeutscher Verlag für Hochschulschriften AG Co. KG | EAN 9783838138039 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Seller Inventory # 105465391
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Optimal Policies for Nonlinear Economic Models
Published by
Südwestdeutscher Verlag Für Hochschulschriften AG Co. KG Aug 2015, 2015
ISBN 10: 3838138031
ISBN 13: 9783838138039
New
Taschenbuch
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Many interesting economic models cannot be solved analytically using the standard mathematical techniques. Nonlinear stochastic optimal control problems and nonlinear dynamic tracking games are two research areas where this problem occurs frequently and which are discussed in this work. This book gives some insight into these frameworks, both on the theoretical basis and giving application examples. From the theoretical point of view, this book describes both frameworks and presents two numerical methods designed to solve such problems. The algorithm OPTCON2 is designed for solving nonlinear stochastic optimal control problems. The algorithm OPTGAME3 is designed for solving nonlinear dynamic tracking games. The application part of the book gives several examples of using these frameworks for economic problems. The present work is oriented at readers which are mainly interested in research. As such the book is aimed at graduate students and researchers mainly, but not only in economics.Books on Demand GmbH, Überseering 33, 22297 Hamburg 184 pp. Englisch. Seller Inventory # 9783838138039
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Optimal Policies for Nonlinear Economic Models : The OPTGAME3 and OPTCON2 Algorithms: Theory and Applications
Published by
Südwestdeutscher Verlag Für Hochschulschriften AG Co. KG, 2014
ISBN 10: 3838138031
ISBN 13: 9783838138039
New
Taschenbuch
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Many interesting economic models cannot be solved analytically using the standard mathematical techniques. Nonlinear stochastic optimal control problems and nonlinear dynamic tracking games are two research areas where this problem occurs frequently and which are discussed in this work. This book gives some insight into these frameworks, both on the theoretical basis and giving application examples. From the theoretical point of view, this book describes both frameworks and presents two numerical methods designed to solve such problems. The algorithm OPTCON2 is designed for solving nonlinear stochastic optimal control problems. The algorithm OPTGAME3 is designed for solving nonlinear dynamic tracking games. The application part of the book gives several examples of using these frameworks for economic problems. The present work is oriented at readers which are mainly interested in research. As such the book is aimed at graduate students and researchers mainly, but not only in economics. Seller Inventory # 9783838138039