Deissenberg, Christophe

Optimal Control and Dynamic Games

Optimal Control and Dynamic Games


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ISBN: 9780387258058
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Table of contents

Part I.Applications to Marketing

1. Advertising Directed Towards Existing and New Customers
Richard F. Hartl, Peter M. Kort

2. Advertising and Advertising Claims Over Time
Charles S. Tapiero

Part II.Environmental Applications

3. Capital Resource Substitution, Overshooting, and Sustainable Development
Hassan Bencheckroun, Seiichi Katayama, Ngo Long

4. Hierarchical and Asymptotic Optimal Control Models for Economic Sustainable Development
Alain B. Haurie

5. Common Property Resource and Private Capital Accumulation with Random Jump
Masatoshi Fujisaki, Seiichi Katayama, Hiroshi Ohta

6. Transfer Mechanisms Inducing a Sustainable Forest Exploitation
Guiomar Martín-Herrán, Mabel Tidball

7. Characterizing Dynamic Irrigation Policies Via Green’s Theorem
Uri Shani, Yacov Tsur, Amos Zemel

Part III.Applications in Economics and Finance

8. Volatility Forecasts and the Profitability of Automated Trading Strategies
Engelbert J. Dockner, Günter Strobl

9. Two-Part Tariff Pricing in a Dynamic Environment
Gila E. Fruchter

10. Numerical Solutions to Lump-Sum Pension Fund Problems That Can Yield Left-Skewed Fund Return Distributions
Jacek B. Krawczyk

11. Differentiated Capital and the Distribution of Wealth
Gerhard Sorger

12. Optimal Firm Contributions to Open Source Software
Ernan Haruvy, Ashutosh Prasad, Suresh P. Sethi, Rong Zhang

Part IV.Production, Maintenance and Transportation

13. The Impact of Dynamic Demand and Dynamic Net Revenues on Firm Clockspeed
Janice E. Carrillo

14. Hibernation Durations for Chain of Machines with Maintenance under Uncertainty
Ali Dogramaci

15. Self-Organized Control of Irregular or Perturbed Network Traffic
Dirk Helbing, Stefan Lämmer, Jean-Patrick Lebacque

16. A Stochastic Optimal Control Policy for A Manufacturing System on A Finite Time Horizon
Eugene Khmelnitsky, Gonen Singer

17. On A State-Constrained Control Problem in Optimal Production and Maintenance
Helmut Maurer, Jang-Ho Robert Kim, Georg Vossen

Part V.Methodological Advances

18. Reliability Index
A. Bensoussan

19. The Direct Method for A Class of Infinite Horizon Dynamic Games
Dean A. Carlson, George Leitmann


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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000

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