feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    UID:
    almafu_BV005771862
    Format: XI, 445 S. : graph. Darst.
    ISBN: 3-540-56125-0 , 0-387-56125-0
    Language: English
    Subjects: Economics
    RVK:
    Keywords: Unternehmenstheorie ; Mathematisches Modell ; Unternehmenstheorie ; Kontrolltheorie ; Unternehmenspolitik ; Kontrolltheorie ; Unternehmenstheorie ; Unternehmenspolitik ; Dynamische Optimierung ; Optimale Kontrolle
    Author information: Hilten, Onno van 1962-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 2
    UID:
    almahu_9949198293802882
    Format: XIII, 445 p. , online resource.
    Edition: 1st ed. 1993.
    ISBN: 9783642778841
    Content: In this book we open our insights in the Theory of the Firm, obtained through the application of Optimal Control Theory, to a public of scholars and advanced students in economics and applied mathematics. We walk on the micro economic side of the street that is bordered by Theory of the Firm on one side and by Optimal Control Theory on the other, keeping the reader away from all the dead end roads we turned down during our 10 years lasting research. We focus attention on the expressiveness and variety of insights that are obtained through studying only simple models of the firm. In this book mathematics is our tool, insight in optimal corporate policy our goal. Therefore most of the mathematics and calculations is put into appendices and in the main text all attention is on modelling corporate behaviour and on analysing the results of the calculations. So, the main text focusses on micro economics, even more specific: on Theory of the Firm. In that way this book is contrasted from such famous text books in applied Optimal Control with a much broader portfolio of applications, like Feichtinger & Hartl (1986) or with a more rigorous introduction into theory, like Seierstad & Sydsaeter (1987).
    Note: A. State of the Art -- 1. Introduction -- 2. A Survey of Dynamic Theories of the Firm -- 3. Some Predecessors -- B. Investment and Finance -- 4. A Dynamic Model of the Firm -- 5. Investment and Finance -- C. Production -- 6. Production, Employment, Finance and Investment -- 7. A Further Analysis -- 8. Production, Pollution, Finance and Investment -- D. Dynamic and Risky Environment -- 9. Production, Finance and Investment During a Business Cycle -- 10. Production and Investment with Technological Progress -- 11. Production, Finance and Investment When Demand is Uncertain -- 12. Epilogue -- Appendix 1. An Interpretation of the Maximum Principle -- 1. Introduction -- 2. Technical terms -- 3. The Maximum Principle of Pontryagin -- 4. Mixed control constraints -- 5. Pure state constraints -- 6. Problems with infinite horizon -- Appendix 2. Solutions of the Models of Chapter 3 -- 1. Introduction -- 2. A general solution procedure -- 3. The model of Jorgenson -- 4. The model of Gould -- 5. The model of Ludwig -- 6. The model of Lesourne and Leban -- 7. The model (s) of Leban and Lesourne -- 8. The model of Nickell -- 9. Summary -- Appendix 3. Solution of the Model of Chapter 4: A Step by Step Description -- 1. A reduced form of the model -- 2. Optimality conditions -- 3. Infeasible paths -- 4. Feasible paths -- 5. Final paths -- 6. Coupling procedure -- 6.1. Strings ending with path 5 -- 6.2. Strings ending with path 4 -- 7. Summary -- Appendix 4. Solutions of the Models in Chapters 5, 6 and 8: The Main Lines -- 1. Personal taxation model -- 2. NPV formulas of the model of Chapter 4 -- 3. Convex adjustment costs -- 3.1. Optimal trajectories -- 3.2. Net present value formulas -- 3.3. Extension of the planning period -- 3.4. Infinite time horizon -- 4. The model of Chapter 6 -- 5. Pollution model -- 5.1. Reformulation of the model -- 5.2. Solution procedure -- Appendix 5. Specific Problems in Solving the Models of Chapters 9 and 10 -- 1. Solution of the model of Chapter 9 -- 1.1. Optimality conditions -- 1.2. String 1002D2-1 -- 1.3. String 1-2-3-2-1 -- 2. The Maximum Principle for the model in Chapter 10 -- 2.1. The model -- 2.2. The trie -- 2.3. Necessary optimality conditions for a special case -- 2.4. Necessary conditions for the general model -- 3. Existence of steady state solution in Section 10.4 -- Appendix 6. Stochastic Dynamic Programming and the Additional Solutions and Mathematical Proofs of Chapter 11 -- 1. Stochastic dynamic programming -- 2. Additional solutions and mathematical proofs -- List of Symbols -- References -- Author Index.
    In: Springer Nature eBook
    Additional Edition: Printed edition: ISBN 9783642778865
    Additional Edition: Printed edition: ISBN 9783540561255
    Additional Edition: Printed edition: ISBN 9783642778858
    Language: English
    Subjects: Economics
    RVK:
    URL: Volltext  (URL des Erstveröffentlichers)
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 3
    Online Resource
    Online Resource
    Berlin, Heidelberg :Springer Berlin Heidelberg :
    UID:
    almahu_9949198277302882
    Format: XII, 233 p. , online resource.
    Edition: 1st ed. 1991.
    ISBN: 9783662027189
    Series Statement: Lecture Notes in Economics and Mathematical Systems, 352
    Content: This thesis is a theoretical study of the optimal dynamic policies of a, to some extent, slowly adjusting firm that faces an exogeneously given technological progress and an exogeneously given business cycle. It belongs to the area of mathematical economics. It is intended to appeal to mathematical economists in the first place, economists in the second place and mathematicians in the third place. It entails an attempt to stretch the limits of the application of deterministic dynamic optimisation to economics, in particular to firm behaviour. A well-known· Dutch economist (and trained mathematician) recently stated in 1 a local university newspaper that mathematical economists give economics a bad reputation, since they formulate their problems from a mathematical point of view and they are only interested in technical, mathematical problems. At the same time, however, "profound as economists may be, when it comes to extending or modifying the existing theory to make it applicable to a certain economic problem, an understanding of optimal control theory (which is the mathematical theory used in this thesis, ovh) based solely on heuristic arguments will often turn out to be inadequate" (SydS.
    Note: One Introduction -- Two A Selective Literature Survey -- Three On Dynamic Optimisation Models of the Firm as a Branch of 'Pure Theory' and on the Use of Mathematics -- Four The Basic Model -- Five A Model with a Business Cycle -- Six Shadow Prices in a Model with Pure State Constraints -- Seven Technological Progress in Vintage Models of the Firm: Scrapping Condition and Steady State -- Eight Optimal Policies in Models with Technological Progress, with and without a Business Cycle -- Nine Summary and Conclusions -- Appendix One Optimality Conditions for the Basic Model of Chapter 4 -- A1.1 Necessary and sufficient conditions -- A1.2 The coupling procedure -- A1.2.1 The paths -- A1.2.2 Derivation of the final paths -- A1.2.3 The coupling procedure -- Appendix Two The Mathematical Details of Chapter 5 -- A2.1 General remarks -- A2.2 The details of section 5.3.3 -- A2.3 The details of section 5.3.4 -- A2.4 The details of section 5.3.5 -- A2.5 Uniqueness of the solution -- A2.6 Numerical illustrations -- A2.7 The details of section 5.4 -- Appendix Three On the Shadow Price Interpretation of the Multipliers of Pure State Constraints in Optimal Control Problems -- A3.1 Introduction -- A3.2 The class of models to be considered -- A3.3 An outline of the proof -- A3.4 A general sensitivity result -- A3.6 The Kuhn-Tucker conditions and Theorem 1 for problem II -- Appendix Four Necessary and Sufficient Conditions for an Optimal Control Problem with an Endogeneously Determined 'Lag-Structure' -- A4.1 Introduction -- A4.2 The model -- A4.3 The tric -- A4.4 Derivation of the necessary conditions for optimality for a special case -- A4.5 Sufficient conditions for the general model -- Appendix Five Various Derivations -- A5.1 The details of section 7.4 -- A5.1.1 Existence of a steady state solution in section 7.4.1 -- A5.1.2 Derivation of equation (7.57) -- A5.1.3 Convergence of the upper and lower bounds on M and T -- A5.2 The optimal policy of section 8.2.2 -- A5.3 The pattern of investments in section 8.4.2 -- A5.4 Discussion of 'zero investment'-periods -- References.
    In: Springer Nature eBook
    Additional Edition: Printed edition: ISBN 9783540535638
    Additional Edition: Printed edition: ISBN 9783662027196
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    RVK:
    RVK:
    Keywords: Hochschulschrift
    URL: Volltext  (URL des Erstveröffentlichers)
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 4
    UID:
    almahu_BV004341333
    Format: XII, 229 S. : graph. Darst.
    ISBN: 3-540-53563-2 , 03-87-53563-2 , 0-387-53563-2
    Series Statement: Lecture notes in economics and mathematical systems 352
    Note: Zugl.: Diss.
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    RVK:
    RVK:
    Keywords: Unternehmerverhalten ; Technischer Fortschritt ; Konjunkturzyklus ; Mathematisches Modell ; Unternehmenspolitik ; Technischer Fortschritt ; Konjunkturzyklus ; Mathematisches Modell ; Technischer Fortschritt ; Unternehmen ; Konjunkturzyklus ; Unternehmenswachstum ; Optimierung ; Technischer Fortschritt ; Konjunkturzyklus ; Hochschulschrift ; Hochschulschrift
    Author information: Hilten, Onno van, 1962-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 5
    UID:
    b3kat_BV004341333
    Format: XII, 229 S. , graph. Darst.
    ISBN: 3540535632 , 0387535632 , 0387535632
    Series Statement: Lecture notes in economics and mathematical systems 352
    Note: Zugl.: Diss.
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    RVK:
    RVK:
    Keywords: Unternehmerverhalten ; Technischer Fortschritt ; Konjunkturzyklus ; Mathematisches Modell ; Unternehmenspolitik ; Technischer Fortschritt ; Konjunkturzyklus ; Mathematisches Modell ; Technischer Fortschritt ; Unternehmen ; Konjunkturzyklus ; Unternehmenswachstum ; Optimierung ; Technischer Fortschritt ; Konjunkturzyklus ; Hochschulschrift
    Author information: Hilten, Onno van 1962-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 6
    Book
    Book
    Berlin ; Heidelberg ; New York ; London ; Paris ; Tokyo ; Hong Kong ; Barcelona ; Budapest : Springer
    UID:
    b3kat_BV023537651
    Format: XI, 445 S. , graph. Darst. , 25 cm
    ISBN: 3540561250 , 0387561250
    Note: Literaturverz. S. 411 - 419
    Language: German
    Subjects: Economics
    RVK:
    Keywords: Unternehmenspolitik ; Dynamische Optimierung ; Optimale Kontrolle ; Unternehmenstheorie ; Mathematisches Modell ; Unternehmenspolitik ; Kontrolltheorie ; Unternehmenstheorie ; Kontrolltheorie
    Author information: Hilten, Onno van 1962-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
  • 7
    UID:
    gbv_271805595
    Format: XII, 229 S. , graph. Darst.
    ISBN: 3540535632 , 0387535632
    Series Statement: Lecture notes in economics and mathematical systems 352
    Note: Literaturverz. S. [223] - 229 , Zugl.: Diss.
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    RVK:
    RVK:
    Keywords: Unternehmenswachstum ; Optimierung ; Technischer Fortschritt ; Konjunkturzyklus ; Unternehmenswachstum ; Optimierung ; Technischer Fortschritt ; Konjunkturzyklus ; Hochschulschrift
    URL: Cover
    Author information: Hilten, Onno van 1962-
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. Further information can be found on the KOBV privacy pages