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100%: Murata, Yasuo: Optimal Control Methods for Linear Discrete-Time Economic Systems. (ISBN: 9783879070923) 1982, Springer New York, in Englisch, Broschiert.
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100%: Murata, Yasuo: Optimal Control Methods for Linear Discrete-Time Economic Systems. (ISBN: 9780387907093) 1982, in Englisch, Broschiert.Nur diese Ausgabe anzeigen…
100%: Yasuo Murata, Y. Murata: Optimal Control Methods for Linear Discrete-Time Economic Systems (ISBN: 9781461257394) in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
Optimal Control Methods for Linear Discrete-Time Economic Systems.
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Optimal Control Methods for Linear Discrete-Time Economic Systems (1982)
EN HC USISBN: 9780387907093 bzw. 0387907092, in Englisch, Springer 01/11/1982, gebundenes Buch, gebraucht.
Von Händler/Antiquariat, Hay-on-Wye Booksellers [50563749], Hay-on-Wye, HEREF, United Kingdom.
Light shelfwear; minor foxing to the content in places. A very good clean hardback. Has some ink inscriptions at the front of the book.
Light shelfwear; minor foxing to the content in places. A very good clean hardback. Has some ink inscriptions at the front of the book.
2
Optimal Control Methods for Linear Discrete-Time Economic Systems (1982)
EN HC NWISBN: 9780387907093 bzw. 0387907092, in Englisch, Springer-Verlag New York Inc. gebundenes Buch, neu.
Lieferung aus: Niederlande, Vermoedelijk 4-6 weken.
bol.com.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different... As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf.Taal: Engels;Gewicht: 475,00 gram;Verschijningsdatum: november 1982;ISBN10: 0387907092;ISBN13: 9780387907093; Engelstalig | Hardcover | 1982.
bol.com.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different... As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf.Taal: Engels;Gewicht: 475,00 gram;Verschijningsdatum: november 1982;ISBN10: 0387907092;ISBN13: 9780387907093; Engelstalig | Hardcover | 1982.
3
Optimal Control Methods for Linear Discrete-Time Economic Systems (2011)
EN PB NWISBN: 9781461257394 bzw. 1461257395, in Englisch, Springer-Verlag New York Inc. Taschenbuch, neu.
Lieferung aus: Niederlande, 3-4 weken.
bol.com.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More- over, since economic models take slightly different... As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More- over, since economic models take slightly different forms than do engineer- ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru- ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica- tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called observers in deterministic cases or filters in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. Productinformatie:Taal: Engels;Afmetingen: 12x235x155 mm;Gewicht: 338,00 gram;ISBN10: 1461257395;ISBN13: 9781461257394; Engels | Paperback | 2011.
bol.com.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More- over, since economic models take slightly different... As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More- over, since economic models take slightly different forms than do engineer- ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru- ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica- tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called observers in deterministic cases or filters in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. Productinformatie:Taal: Engels;Afmetingen: 12x235x155 mm;Gewicht: 338,00 gram;ISBN10: 1461257395;ISBN13: 9781461257394; Engels | Paperback | 2011.
4
Optimal Control Methods for Linear Discrete-Time Economic Systems (2013)
EN PB USISBN: 9781461257394 bzw. 1461257395, in Englisch, 202 Seiten, Springer, Taschenbuch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, allnewbooks.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1982, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2013-10-04, Freigegeben: 2013-10-04, Studio: Springer.
Von Händler/Antiquariat, allnewbooks.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1982, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2013-10-04, Freigegeben: 2013-10-04, Studio: Springer.
5
Optimal Control Methods for Linear Discrete-Time Economic Systems (2013)
EN PB NWISBN: 9781461257394 bzw. 1461257395, in Englisch, 202 Seiten, Springer, Taschenbuch, neu.
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, affordable2015.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1982, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2013-10-04, Freigegeben: 2013-10-04, Studio: Springer.
Von Händler/Antiquariat, affordable2015.
As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called "observers" in deterministic cases or "filters" in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. Paperback, Ausgabe: Softcover reprint of the original 1st ed. 1982, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2013-10-04, Freigegeben: 2013-10-04, Studio: Springer.
6
Optimal Control Methods for Linear Discrete-Time Economic Systems. (1982)
EN HCISBN: 9780387907093 bzw. 0387907092, in Englisch, Springer New York, gebundenes Buch.
Von Händler/Antiquariat, Antiquariat Thomas Haker GmbH & Co. KG [1309982], Berlin, Germany.
202 S. Guter Zustand/ Good With figures. Ex-Library. As library copy in very good condition. Sprache: Englisch Gewicht in Gramm: 100 Hardcover/ Pappband fest gebunden.
202 S. Guter Zustand/ Good With figures. Ex-Library. As library copy in very good condition. Sprache: Englisch Gewicht in Gramm: 100 Hardcover/ Pappband fest gebunden.
7
Optimal Control Methods for Linear Discrete-Time Economic Systems. (1982)
~EN HC USISBN: 9783879070923 bzw. 387907092X, vermutlich in Englisch, Springer New York, gebundenes Buch, gebraucht, guter Zustand.
Von Händler/Antiquariat, ralfs-buecherkiste [54202959], Herzfelde, MOL, Germany.
202 S. Guter Zustand/ Good. Ex-Library. As library copy in very good condition. ha1072802 Sprache: Englisch Gewicht in Gramm: 510, Books.
202 S. Guter Zustand/ Good. Ex-Library. As library copy in very good condition. ha1072802 Sprache: Englisch Gewicht in Gramm: 510, Books.
8
Optimal Control Methods for Linear Discrete-Time Economic Systems (1982)
EN HC USISBN: 9780387907093 bzw. 0387907092, in Englisch, Springer Verlag, New York, gebundenes Buch, gebraucht.
Von Händler/Antiquariat, The Bookseller [51101471], Edmonton, AB, Canada.
Minor shelf wear to boards. Otherwise a tight, unmarked volume. Index. 202 pp.
Minor shelf wear to boards. Otherwise a tight, unmarked volume. Index. 202 pp.
9
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Optimal Control Methods for Linear Discrete-Time Economic Systems (1982)
EN HC USISBN: 9780387907093 bzw. 0387907092, in Englisch, Springer, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigte Staaten von Amerika, Versandkosten nach: USA.
Von Händler/Antiquariat, Ergodebooks.
Springer, 1982-11-01. Hardcover. Good. Buy with confidence. Excellent Customer Service & Return policy. Ships Fast. 24*7 Customer Service.
Von Händler/Antiquariat, Ergodebooks.
Springer, 1982-11-01. Hardcover. Good. Buy with confidence. Excellent Customer Service & Return policy. Ships Fast. 24*7 Customer Service.
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Optimal Control Methods for Linear Discrete-Time Economic Systems. (1982)
~EN HC USISBN: 9783879070923 bzw. 387907092X, vermutlich in Englisch, Springer New York, gebundenes Buch, gebraucht, guter Zustand.
Lieferung aus: Deutschland, Versandkosten nach: Deutschland.
Von Händler/Antiquariat, ralfs-buecherkiste, [3159100].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, ralfs-buecherkiste, [3159100].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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