Stochastic Optimization and Economic Models

Stochastic Optimization and Economic Models by Jati Sengupta.

This book presents the main applied aspects of stochas­ tic optimization in economic models. Stochastic processes and control theory are used under optimization to illustrate the various economic implications of optimal decision rules. Unlike econometrics which deals with estimation, this book empha...

Full description

Saved in:
Bibliographic Details
Main Author: Sengupta, Jati (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Dordrecht : Springer Netherlands : Imprint: Springer, 1986.
Edition:1st ed. 1986.
Series:Theory and Decision Library B, Mathematical and Statistical Methods ; 2
Springer eBook Collection.
Subjects:
Probabilities.
Statistics .
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • I. Econometric Models and Optimal Economic Policy
  • II. Stochastic Processes in Economic Models
  • III. Recent Economic Models in Applied Optimal Control
  • IV. Efficient Diversification in Optimal Portfolio Theory
  • V. Portfolio Efficiency under Singularity and Orthogonality
  • VI. Diversification and Robustness in Portfolio Investment: An Empirical Analysis
  • VII. Efficiency Measurement in Nonmarket Systems Through Data Envelopment Analysis
  • Author Index.

Similar Items