Decision & Control in Management Science: Essays in Honor of by Alain Haurie (auth.), Georges Zaccour (eds.)

By Alain Haurie (auth.), Georges Zaccour (eds.)

Decision & regulate in administration Science analyzes rising determination difficulties within the administration and engineering sciences. it truly is divided into 5 components. the 1st half explores methodological concerns desirous about the optimization of deterministic and stochastic dynamical structures. the second one half describes techniques to the version strength and environmental platforms and attracts coverage implications regarding the mitigation of pollution. The 3rd half applies quantitative innovations to difficulties in finance and economics, equivalent to hedging of techniques, inflation concentrating on, and equilibrium asset pricing. The fourth half considers a chain of difficulties in creation structures. Optimization tools are recommend to supply optimum regulations in components akin to stock administration, transfer-line, flow-shop and different business difficulties. The final half covers online game thought. Chapters variety from theoretical matters to purposes in politics and interactions in franchising structures.
Decision & regulate in administration Science is a wonderful reference protecting methodological matters and functions in operations study, optimum keep an eye on, and dynamic games.

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So, in the "slow" time scale the problem has been lifted up to an upper-layer level, in the form of a simple controlled Markov chain. t. x(t) = x(t), u(t) E l' o (Li(X(t) , u(t)) + I: qij(X(t), U(t))VO(j)) dt JEI /(x(t), u(t)) Ui . Philosophieally, the turnpike property takes areal importance in the singular perturbation framework: For hybrid system with two time scales, namely a fast continuous dynamics and a slow jump and discount processes, and for which the turnpike property holds in the fast dynamics, the optimization can be lifted up to an "upper layer" discrete event controlled Markov chain, where the states are the discrete values land the controls the possible steady states for the fast dynamics.

42) (43) This corresponds to a controlled Markov chain, in continuous time, with state set I and action set Ai = {(x, ü) : 0 = fi(x, ü), ü E U i }. So, in the "slow" time scale the problem has been lifted up to an upper-layer level, in the form of a simple controlled Markov chain. t. x(t) = x(t), u(t) E l' o (Li(X(t) , u(t)) + I: qij(X(t), U(t))VO(j)) dt JEI /(x(t), u(t)) Ui . Philosophieally, the turnpike property takes areal importance in the singular perturbation framework: For hybrid system with two time scales, namely a fast continuous dynamics and a slow jump and discount processes, and for which the turnpike property holds in the fast dynamics, the optimization can be lifted up to an "upper layer" discrete event controlled Markov chain, where the states are the discrete values land the controls the possible steady states for the fast dynamics.

Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games. Journal of Economic Dynamics and Control, 18:317-344. [42] Haurie, A. and Sethi, S. (1984). Decision and forecast horizons, agreeable plans, and the maximum principle for infinite horizon control problems. Operations Research Letters, 3(5):261-265. , and Hartl, R. (1984). Optimal control of an age-structured population model with application to social services planning. Large Scale systems, 6:133-158. [44] Haurie, A.

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