Titre :
|
Stochastic optimization and economic models
|
Auteurs :
|
J. Sengupta
|
Type de document :
|
ouvrage
|
Editeur :
|
London (GBR) : D. Reidel Publishing Compagny, 1986
|
ISBN/ISSN/EAN :
|
90-277-2310-X
|
Format :
|
373 p.
|
Note générale :
|
Diffusion tous publics
|
Langues:
|
= Anglais
|
Catégories :
|
SHS - SCIENCES HUMAINES ET SOCIALES
SHS1 - ECONOMIE
SHS1.1 - ECONOMIE GENERALE
|
Mots-clés:
|
MODELE ECONOMETRIQUE
;
OPTIMISATION
;
PROCESSUS STOCHASTIQUE
;
RESSOURCE NATURELLE
;
RESSOURCE RENOUVELABLE
|
Résumé :
|
This book provides an up-to-date treatment of the most recent methods available for designing and applying an optimal economic policy within the framework of an quantitative economic model J.K. SENGUPTA stresses new results on the applied aspects of stochastic and adaptive control, models of renewable and exhaustible resources differential games under correlated market strategies, minimax and robust investment decisions in portfolio models and the non-parametric measures of efficiency in production frontier analysis in a multi-input multi-outpout framework. The book has extensive professional applications to the econometrics of microeconomic problems in production, investment allocation and models of revewable resources.
|