The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags

The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags PDF Author: Carl Chiarella
Publisher:
ISBN:
Category : Oligopolies
Languages : en
Pages : 26

Get Book Here

Book Description

The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags

The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags PDF Author: Carl Chiarella
Publisher:
ISBN:
Category : Oligopolies
Languages : en
Pages : 26

Get Book Here

Book Description


Nonlinear Oligopolies

Nonlinear Oligopolies PDF Author: Gian Italo Bischi
Publisher: Springer Science & Business Media
ISBN: 3642021069
Category : Business & Economics
Languages : en
Pages : 340

Get Book Here

Book Description
This book presents the latest trends, methods and results in nonlinear dynamics with a special focus on oligopolies. It contains a number of technical appendices that summarize techniques of global dynamics not easily accessible elsewhere.

Nonlinear Economic Dynamics and Financial Modelling

Nonlinear Economic Dynamics and Financial Modelling PDF Author: Roberto Dieci
Publisher: Springer
ISBN: 3319074709
Category : Business & Economics
Languages : en
Pages : 384

Get Book Here

Book Description
This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.

Oligopoly Dynamics

Oligopoly Dynamics PDF Author: Irina Sushko
Publisher: Springer Science & Business Media
ISBN: 3540247920
Category : Business & Economics
Languages : en
Pages : 314

Get Book Here

Book Description
These proceedings are from a conference held at the Centre for Regional Science (CERUM) at Umea Umeâ University, Sweden, 17-18 June 2001. Unlike Un1ike many conference proceedings, this volume contains only on1y invited invited contribu contribu tions tions on specified topics so as to make the book coherent and self-contained. The authors and editors hope that this coherence will make the volume use fu1 fuI also as a text for courses in industrial organisation. To this end two chap ters on the history of oligopoly theory, from the beginnings with Cournot 1838, to the present day, and one chapter on modem methods for analysing iterated discrete time maps, have been inserted at the beginning ofthe book. Unlike Un1ike most current literature on games and oligopoly, this book is not focused on the usual topics of game theory: optimal strategies, dominance, and equilibrium. Rather it is the evolutionary dynamics, often of a complex type, inc1uding deterministic chaos, which are in focus. The contributions, after the historical and the methodological introductions, represent various segments of the research frontier in this area, though pains have been taken to tie some of the models to a number of most promising contributions from the frugal period 1929-1941, which have suffered from unjust neglect in the following industrial organisation literature.

Modeling Uncertainty

Modeling Uncertainty PDF Author: Moshe Dror
Publisher: Springer
ISBN: 0306481022
Category : Mathematics
Languages : en
Pages : 782

Get Book Here

Book Description
Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.

Pure Mathematics and Applications

Pure Mathematics and Applications PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 572

Get Book Here

Book Description


Mathematical Reviews

Mathematical Reviews PDF Author:
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 1296

Get Book Here

Book Description


From Catastrophe to Chaos: A General Theory of Economic Discontinuities

From Catastrophe to Chaos: A General Theory of Economic Discontinuities PDF Author: J. Barkley Rosser
Publisher: Springer Science & Business Media
ISBN: 9401716137
Category : Business & Economics
Languages : en
Pages : 313

Get Book Here

Book Description
From Catastrophe to Chaos: A General Theory of Economic Discontinuities presents and unusual perspective on economics and economic analysis. Current economic theory largely depends upon assuming that the world is fundamentally continuous. However, an increasing amount of economic research has been done using approaches that allow for discontinuities such as catastrophe theory, chaos theory, synergetics, and fractal geometry. The spread of such approaches across a variety of disciplines of thought has constituted a virtual intellectual revolution in recent years. This book reviews the applications of these approaches in various subdisciplines of economics and draws upon past economic thinkers to develop an integrated view of economics as a whole from the perspective of inherent discontinuity.

Advances in Applied Nonlinear Optimal Control

Advances in Applied Nonlinear Optimal Control PDF Author: Gerasimos Rigatos
Publisher: Cambridge Scholars Publishing
ISBN: 1527562468
Category : Technology & Engineering
Languages : en
Pages : 741

Get Book Here

Book Description
This volume discusses advances in applied nonlinear optimal control, comprising both theoretical analysis of the developed control methods and case studies about their use in robotics, mechatronics, electric power generation, power electronics, micro-electronics, biological systems, biomedical systems, financial systems and industrial production processes. The advantages of the nonlinear optimal control approaches which are developed here are that, by applying approximate linearization of the controlled systems’ state-space description, one can avoid the elaborated state variables transformations (diffeomorphisms) which are required by global linearization-based control methods. The book also applies the control input directly to the power unit of the controlled systems and not on an equivalent linearized description, thus avoiding the inverse transformations met in global linearization-based control methods and the potential appearance of singularity problems. The method adopted here also retains the known advantages of optimal control, that is, the best trade-off between accurate tracking of reference setpoints and moderate variations of the control inputs. The book’s findings on nonlinear optimal control are a substantial contribution to the areas of nonlinear control and complex dynamical systems, and will find use in several research and engineering disciplines and in practical applications.

Modeling Uncertainty

Modeling Uncertainty PDF Author: Moshe Dror
Publisher: Springer
ISBN: 9781475783698
Category : Mathematics
Languages : en
Pages : 770

Get Book Here

Book Description
Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.