UID:
almafu_9958105363802883
Format:
1 online resource (443 p.)
ISBN:
1-281-05913-7
,
9786611059132
,
0-08-053659-X
Content:
This volume contains papers presented at the IFAC symposium on Modeling and control of Economic Systems (SME 2001), which was held at the university of Klagenfurt, Austria. The symposium brought together scientists and users to explore current theoretical developments of modeling techniques for economic systems. It contains a section of plenary, invited and contributed papers presented at the SME 2001 symposium. The papers presented in this volume reflect advances both in methodology and in applications in the area of modeling and control of economic systems.
Note:
Description based upon print version of record.
,
Front Cover; Modeling and Control of Economic Systems 2001; Copyright Page; CONTENTS; PART 1: OPTIMIZATION; Chapter 1. Paradigms for Robustness in Controller and Filter Designs; Chapter 2. Minimax Algorithms with Applications in Finance and Engineering; Chapter 3. Singular Characteristics of the HJBI Equation in State Constraint Optimal Control Problems; PART 2: DYNAMIC GAMES; Chapter 4. Soft-Constrained Feedback Nash Equilibra; Chapter 5. Unique Open Loop Nash Equilibria on the Infinite Time Horizon; Chapter 6. A Geometric Approach to Infinite Horizon Linear Quadratic Differential Games
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Chapter 7. Coordination of Long-Term and Short-Term Payoffs in Dynamic Bimatrix GamesChapter 8. OPTGAME 1.0: A Numerical Algorithm to Determine Solutions for Two-Person Difference Games; Chapter 9. Time-Consistent Agreeable Solutions in an Environmental Pollution Game; Chapter 10. Competition and Cooperation in International Commercial Fishing; Chapter 11. Tariffs vs. Quotas in a Trade Model with Capital Accumulation; Chapter 12. Sustainable Growth in a North-South Trade Model; Chapter 13. The Stability of Multi-Country Unions: System Theoretic Issues and Policy Implications
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Chapter 14. Coalitional Behavior in an Open-Loop LQ-Differential Game for the EMUChapter 15. Paradoxical Degradation of Performance under Nash Non-Cooperative Optimization in Symmetric Network Systems; Chapter 16. Effects of Symmetry on Paradoxical Cost Degradation in a Nash Non-Cooperative Network System; PART 3: ECONOMETRICS; Chapter 17. Maximum Likelihood Estimation of Parameters in State-Space Models; Chapter 18. Identification and Analysis of the NAIP Model within a State-Space Framework; Chapter 19. Linear Dynamical Models with Time Lags
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Chapter 20. A Spectral Analysis of the Short-End of the British Term StructureChapter 21. Specification of VARMA Echelon Form Models; Chapter 22. Computer-Automated Single-Equation General-to-Specific Reduction Procedures for Vector Autoregressions; Chapter 23. Alternative Models of Adaptive and Near-Rational Expectations - Classification by Bootstrap Filter; Chapter 24. A Model for the Optimization of Leasing Rates in the Automotive Market; Chapter 25. An Econometric Problem and a Heuristic-Semiotic Solution; PART 4: DYNAMIC OVERLAPPING GENERA TIONS GENERAL EQUILIBRIUM MODELS
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Chapter 26. Endogenous Fertility, Pension Programs and Intergenerational WelfareChapter 27. Trade and Labor Flows Between Countries with Young and Aging Populations; Chapter 28. Asymmetric Population Ageing, Open Economy, and Fiscal Policy; Chapter 29. The Inter-Regional Consequences of Population Ageing in Canada; PART 5: FINANCE; Chapter 30. On a Set-Valued Dynamic Model of Investment Portfolio Reconstruction; Chapter 31. Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods; Chapter 32. Equilibrium and Learning in a Non-Stationary Environment
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Chapter 33. Self-Adjustment of the Attraction Channel of Stock Market
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English
Additional Edition:
ISBN 0-08-043858-X
Language:
English
