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Dynamic Economic Problems with Regime Switches
Dynamic Economic Problems with Regime Switches

Dynamic Economic Problems with Regime Switches

Paperback / Sewn | Engels
  • Available. Delivery time is 7 working day (s).
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€139.09
Description

This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be externally driven or internally induced by decisions. Utilising the most advanced mathematical methods in optimal control and dynamic game theory, the authors address a broad range of topics, including capital accumulation, innovations, financial decisions, population economics, environmental and resource economics, institutional change and the dynamics of addiction. Given its scope, the book will appeal to all scholars interested in mathematical and quantitative economics.

Vladimir M. Veliov is Professor and Head of research Unit "Operations Research and Control Systems (ORCOS)" at Vienna University of Technology, Austria. He has edited four books and has over 120 peer-reviewed journal publications in optimal control, variational analysis, and applications. Apart from having been a main organiser of several international workshops and conferences, Veliov has led or participated in numerous funded research projects in Europe and abroad. He is associate editor of SIAM Journal on Control and Optimization, Journal of Optimization Theory and Applications, European Journal of Mathematics, etc.

Willi Semmler is the Arnhold Professor of Economics at The New School for Social Research, and a former member of the Faculty of the University of Bielefeld, Germany. He was Fulbright Profesor at the University of Economics, Vienna. His research focuses on nonlinear macro-dynamics and macro-econometrics, financial economics, public and international finance, and the economics of climate change. He is also a senior research fellow at the IIASA, Laxenburg, and consultant of multilateral organizations such as the ILO, the World Bank, and the IMF. He is an associate editor of the journal Econometrics and Statistics.

Josef Haunschmied holds a Ph.D. in Mathematical Economics and is a Senior Lecturer at Vienna University of Technology, Austria. He has participated in over ten research projects and edited books as well as about 20 peer-reviewed journal publications. His main interests are in operations research, economic dynamics, optimal control, mathematical business modelling and mathematical programming.

Raimund M. Kovacevic received his Ph.D. in Statistics at the the University of Vienna and habilitated in the field of Operations Research at the Vienna University of Technology, after having worked for several years in industry. He is Assistant Professor at at the "Institute of Stochastics and Mathematical Economics" at the Vienna University of Technology. Having co-edited two books and co-authored over over 25 journal publications, Kovacevic won the IIE Transactions 2015 Best Application Paper in Operations Engineering and Analytics award and the OR Spectrum Outstanding Reviewer Award 2016. Currently, he is a member of the editorial board of OR Spectrum. His research specialises in stochastic optimisation and optimal control with applications in risk management and finance, electricity production and trading, economics, and epidemiology.

Specifications
  • Publisher
    Dynamic Modeling and Econometrics in Economics and Finance
  • Edition
    21001
  • Pub date
    Nov 2021
  • Pages
    324
  • Theme
    Macroeconomics
  • Dimensions
    235 x 155 x 17 mm
  • Weight
    493 gram
  • EAN
    9783030545789
  • Product form
    Paperback / Sewn
  • Language
    Engels

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