Optimal Control and Dynamic Games

Applications in Finance, Management Science and Economics

Editors:

ISBN: 978-0-387-25804-1 (Print) 978-0-387-25805-8 (Online)

Table of contents (19 chapters)

  1. Applications to Marketing

    1. No Access

      Book Chapter

      Pages 3-18

      Advertising Directed Towards Existing and New Customers

    2. No Access

      Book Chapter

      Pages 19-37

      Advertising and Advertising Claims Over Time

  2. Environmental Applications

    1. No Access

      Book Chapter

      Pages 41-60

      Capital Resource Substitution, Overshooting, and Sustainable Development

    2. No Access

      Book Chapter

      Pages 61-76

      Hierarchical and Asymptotic Optimal Control Models for Economic Sustainable Development

    3. No Access

      Book Chapter

      Pages 77-84

      Common Property Resource and Private Capital Accumulation with Random Jump

    4. No Access

      Book Chapter

      Pages 85-103

      Transfer Mechanisms Inducing a Sustainable Forest Exploitation

    5. No Access

      Book Chapter

      Pages 105-117

      Characterizing Dynamic Irrigation Policies Via Green’s Theorem

  3. Applications in Economics and Finance

    1. No Access

      Book Chapter

      Pages 121-139

      Volatility Forecasts and the Profitability of Automated Trading Strategies

    2. No Access

      Book Chapter

      Pages 141-153

      Two-Part Tariff Pricing in a Dynamic Environment

    3. No Access

      Book Chapter

      Pages 155-176

      Numerical Solutions to Lump-Sum Pension Fund Problems That Can Yield Left-Skewed Fund Return Distributions

    4. No Access

      Book Chapter

      Pages 177-196

      Differentiated Capital and the Distribution of Wealth

    5. No Access

      Book Chapter

      Pages 197-212

      Optimal Firm Contributions to Open Source Software

  4. Production, Maintenance and Transportation

    1. No Access

      Book Chapter

      Pages 215-229

      The Impact of Dynamic Demand and Dynamic Net Revenues on Firm Clockspeed

    2. No Access

      Book Chapter

      Pages 231-238

      Hibernation Durations for Chain of Machines with Maintenance under Uncertainty

    3. No Access

      Book Chapter

      Pages 239-274

      Self-Organized Control of Irregular or Perturbed Network Traffic

    4. No Access

      Book Chapter

      Pages 275-288

      A Stochastic Optimal Control Policy for A Manufacturing System on A Finite Time Horizon

    5. No Access

      Book Chapter

      Pages 289-308

      On A State-Constrained Control Problem in Optimal Production and Maintenance

  5. Methodological Advances

    1. No Access

      Book Chapter

      Pages 311-317

      Reliability Index

    2. No Access

      Book Chapter

      Pages 319-334

      The Direct Method for A Class of Infinite Horizon Dynamic Games