Viac ako 4 milióny titulov v angličtine aj ďalších jazykoch! Objavte svoj nový príbeh ešte dnes!

Optimal Control Methods for Linear Discrete-Time Economic Systems

Name: Optimal Control Methods for Linear Discrete-Time Economic Systems
Brand: Springer-Verlag New York Inc.
SKU: 9781461257394
Price: 50.04 EUR
Availability: InStock

Autor: Y. Murata

Jazyk:

Väzba: Brožovaná

Vydavateľ: Springer-Verlag New York Inc.

Dostupnosť: Skladom u dodávateľa

Odosielame za 5-8 dní

50.04 €

As our title reveals, we focus on optimal control methods and applications relevant to linear dynami...

Informácie o knihe

Autor

Y. Murata

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2011

Stránok

202

EAN

9781461257394

ISBN

1461257395

Enbook ID

02179485

Vydavateľ

Springer-Verlag New York Inc.

Hmotnosť

338

Rozmery

155 x 235 x 12

Kompletný popis

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.

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Najčastejšie vyhľadávané

Categories

Authors

Publishers

Produkty

Produkty

Optimal Control Methods for Linear Discrete-Time Economic Systems

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež