Información del autor
Autor Szidarovszky, Ferenc |
Documentos disponibles escritos por este autor (4)
Refinar búsquedaEssays in Economic Dynamics / Matsumoto, Akio ; SpringerLink (Online service) ; Szidarovszky, Ferenc ; Toichiro Asada (2016)
Título : Essays in Economic Dynamics : Theory, Simulation Analysis, and Methodological Study Tipo de documento: documento electrónico Autores: Matsumoto, Akio ; SpringerLink (Online service) ; Szidarovszky, Ferenc ; Toichiro Asada Editorial: Singapore : Springer Singapore Fecha de publicación: 2016 Otro editor: Imprint: Springer Número de páginas: VIII, 258 p. 79 illus Il.: online resource ISBN/ISSN/DL: 978-981-10-1521-2 Idioma : Inglés (eng) Palabras clave: Evolutionary economics Economic theory Environmental Regional Spatial Economics Institutional/Evolutionary Regional/Spatial Science Theory/Quantitative Economics/Mathematical Methods Clasificación: 330 Economía en general Resumen: This book reflects the state of the art in nonlinear economic dynamics, providing a broad overview of dynamic economic models at different levels. The wide variety of approaches ranges from theoretical and simulation analysis to methodological study. In particular, it examines the local and global asymptotical behavior of both macro- and micro- level mathematical models, theoretically as well as using simulation. It also focuses on systems with one or more time delays for which new methodology has to be developed to investigate their asymptotic properties. The book offers a comprehensive summary of the existing methodology with extensions to the more complex model variants, since considerations on bounded rationality of complex economic behavior provide the foundation underlying choice-theoretic and policy-oriented studies of macro behavior, which impact the real macro economy. It includes 13 chapters addressing traditional models such as monopoly, duopoly and oligopoly in microeconomics and Keynesian, Goodwinian, and Kaldor-Kaleckian models in macroeconomics. Each chapter presents new aspects of these traditional models that have never been seen before. This work renews the past wisdom and reveals tomorrow's knowledge Nota de contenido: Simonian Bounded Rationality and Complex Behavioral Economics -- Different Modeling Approaches for Time Lag in a Monopoly -- Learning in Monopolies with Delayed Price Information -- Hotelling Duopoly Revisited -- Dynamic Oligopoly Model with Production Adjustment and Investment Costs -- A Non-Walrasian Microeconomic Foundation of the ``Profit Principle'' of Investment -- A Stylized Model for Long-run Index Return Dynamics -- The Stability of Normal Equilibrium Point and the Existence of Limit Cycles in a Simple Keynesian Macrodynamic Model of Monetary Policy -- Pathology in the Market Economy: Self-fulfilling Process to Chronic Slump -- Delay Kaldor-Kalecki Model Revisited -- An Alternative Proof of the Theorem of Woodford on the Existence of a Sunspot Equilibrium in a Continuous-Time Model -- Two Time Lags in the Public Sector: Macroeconomic Stability and Complex Behavior -- Liquidity Shock, Animal Spirits and Bank Runs -- Note on Stabilization Policy and Dynamic Inefficiency En línea: http://dx.doi.org/10.1007/978-981-10-1521-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41891 Essays in Economic Dynamics : Theory, Simulation Analysis, and Methodological Study [documento electrónico] / Matsumoto, Akio ; SpringerLink (Online service) ; Szidarovszky, Ferenc ; Toichiro Asada . - Singapore : Springer Singapore : Imprint: Springer, 2016 . - VIII, 258 p. 79 illus : online resource.
ISBN : 978-981-10-1521-2
Idioma : Inglés (eng)
Palabras clave: Evolutionary economics Economic theory Environmental Regional Spatial Economics Institutional/Evolutionary Regional/Spatial Science Theory/Quantitative Economics/Mathematical Methods Clasificación: 330 Economía en general Resumen: This book reflects the state of the art in nonlinear economic dynamics, providing a broad overview of dynamic economic models at different levels. The wide variety of approaches ranges from theoretical and simulation analysis to methodological study. In particular, it examines the local and global asymptotical behavior of both macro- and micro- level mathematical models, theoretically as well as using simulation. It also focuses on systems with one or more time delays for which new methodology has to be developed to investigate their asymptotic properties. The book offers a comprehensive summary of the existing methodology with extensions to the more complex model variants, since considerations on bounded rationality of complex economic behavior provide the foundation underlying choice-theoretic and policy-oriented studies of macro behavior, which impact the real macro economy. It includes 13 chapters addressing traditional models such as monopoly, duopoly and oligopoly in microeconomics and Keynesian, Goodwinian, and Kaldor-Kaleckian models in macroeconomics. Each chapter presents new aspects of these traditional models that have never been seen before. This work renews the past wisdom and reveals tomorrow's knowledge Nota de contenido: Simonian Bounded Rationality and Complex Behavioral Economics -- Different Modeling Approaches for Time Lag in a Monopoly -- Learning in Monopolies with Delayed Price Information -- Hotelling Duopoly Revisited -- Dynamic Oligopoly Model with Production Adjustment and Investment Costs -- A Non-Walrasian Microeconomic Foundation of the ``Profit Principle'' of Investment -- A Stylized Model for Long-run Index Return Dynamics -- The Stability of Normal Equilibrium Point and the Existence of Limit Cycles in a Simple Keynesian Macrodynamic Model of Monetary Policy -- Pathology in the Market Economy: Self-fulfilling Process to Chronic Slump -- Delay Kaldor-Kalecki Model Revisited -- An Alternative Proof of the Theorem of Woodford on the Existence of a Sunspot Equilibrium in a Continuous-Time Model -- Two Time Lags in the Public Sector: Macroeconomic Stability and Complex Behavior -- Liquidity Shock, Animal Spirits and Bank Runs -- Note on Stabilization Policy and Dynamic Inefficiency En línea: http://dx.doi.org/10.1007/978-981-10-1521-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41891 Ejemplares
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Título : Game Theory and Its Applications Tipo de documento: documento electrónico Autores: Matsumoto, Akio ; Szidarovszky, Ferenc ; SpringerLink (Online service) Editorial: Tokyo : Springer Japan Fecha de publicación: 2016 Otro editor: Imprint: Springer Número de páginas: XIV, 268 p. 63 illus Il.: online resource ISBN/ISSN/DL: 978-4-431-54786-0 Idioma : Inglés (eng) Palabras clave: Game theory Economic Economics Theory Theory/Quantitative Economics/Mathematical Methods Theory, Economics, Social and Behav. Sciences Clasificación: 330 Economía en general Resumen: This book integrates the fundamentals, methodology, and major application fields of noncooperative and cooperative games including conflict resolution. The topics addressed in the book are discrete and continuous games including games represented by finite trees; matrix and bimatrix games as well as oligopolies; cooperative solution concepts; games under uncertainty; dynamic games and conflict resolution. The methodology is illustrated by carefully chosen examples, applications and case studies which are selected from economics, social sciences, engineering, the military and homeland security. This book is highly recommended to readers who are interested in the in-depth and up-to-date integration of the theory and ever-expanding application areas of game theory Nota de contenido: 1 Introduction -- Part I Noncooperative Games -- 2 Discrete Static Games -- 3 Continuous Static Games -- 4 Relation to Other Mathematical Problems -- 5 Existence of Equilibria -- 6 Computation of Equilibria -- 7 Special Matrix Games -- 8 Uniqueness of Equilibria -- 9 Repeated and Dynamic Games -- 10 Games under Uncertainty -- Part II Cooperative Games -- 11 Solutions based on Characteristic Functions -- 12 Conflict Resolution -- 13 Multiobjective Optimization -- 14 Social Choice -- 15 Case Studies and Applications -- Appendices -- A Vector and Matrix Norms -- B Convexity, Concavity -- C Optimum Conditions -- D Fixed Point Theorems -- E Monotonic Mappings -- F Duality in Linear Programming -- G Multiobjective Optimization -- H Stability and Controllability -- References En línea: http://dx.doi.org/10.1007/978-4-431-54786-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41797 Game Theory and Its Applications [documento electrónico] / Matsumoto, Akio ; Szidarovszky, Ferenc ; SpringerLink (Online service) . - Tokyo : Springer Japan : Imprint: Springer, 2016 . - XIV, 268 p. 63 illus : online resource.
ISBN : 978-4-431-54786-0
Idioma : Inglés (eng)
Palabras clave: Game theory Economic Economics Theory Theory/Quantitative Economics/Mathematical Methods Theory, Economics, Social and Behav. Sciences Clasificación: 330 Economía en general Resumen: This book integrates the fundamentals, methodology, and major application fields of noncooperative and cooperative games including conflict resolution. The topics addressed in the book are discrete and continuous games including games represented by finite trees; matrix and bimatrix games as well as oligopolies; cooperative solution concepts; games under uncertainty; dynamic games and conflict resolution. The methodology is illustrated by carefully chosen examples, applications and case studies which are selected from economics, social sciences, engineering, the military and homeland security. This book is highly recommended to readers who are interested in the in-depth and up-to-date integration of the theory and ever-expanding application areas of game theory Nota de contenido: 1 Introduction -- Part I Noncooperative Games -- 2 Discrete Static Games -- 3 Continuous Static Games -- 4 Relation to Other Mathematical Problems -- 5 Existence of Equilibria -- 6 Computation of Equilibria -- 7 Special Matrix Games -- 8 Uniqueness of Equilibria -- 9 Repeated and Dynamic Games -- 10 Games under Uncertainty -- Part II Cooperative Games -- 11 Solutions based on Characteristic Functions -- 12 Conflict Resolution -- 13 Multiobjective Optimization -- 14 Social Choice -- 15 Case Studies and Applications -- Appendices -- A Vector and Matrix Norms -- B Convexity, Concavity -- C Optimum Conditions -- D Fixed Point Theorems -- E Monotonic Mappings -- F Duality in Linear Programming -- G Multiobjective Optimization -- H Stability and Controllability -- References En línea: http://dx.doi.org/10.1007/978-4-431-54786-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41797 Ejemplares
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Título : Modeling Uncertainty : An Examination of Stochastic Theory, Methods, and Applications Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Dror, Moshe ; L’Ecuyer, Pierre ; Szidarovszky, Ferenc Editorial: Boston, MA : Springer US Fecha de publicación: 2005 Colección: International Series in Operations Research & Management Science, ISSN 0884-8289 num. 46 Número de páginas: XXX, 770 p Il.: online resource ISBN/ISSN/DL: 978-0-306-48102-4 Idioma : Inglés (eng) Palabras clave: Mathematics Operations research Decision making Probabilities Statistics Probability Theory and Stochastic Processes Operation Research/Decision Statistics, general Clasificación: 51 Matemáticas Resumen: Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internionally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems Nota de contenido: Professor Sidney J. Yakowitz -- Professor Sidney J. Yakowitz -- I -- Stability of Single Class Queueing Networks -- Sequential Optimization Under Uncertainty -- Exact Asymptotics for Large Deviation Probabilities, with Applications -- II -- Stochastic Modelling of Early HIV Immune Responses Under Treatment by Protease Inhibitors -- The Impact of Re-Using Hypodermic Needles -- Nonparametric Frequency Detection and Optimal Coding in Molecular Biology -- III -- An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems -- Regression Models for Binary Time Series -- Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates -- Strategies for Sequential Prediction of Stationary Time Series -- IV -- The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags -- A Differential Game of Debt Contract Valuation -- Huge Capacity Planning and Resource Pricing for Pioneering Projects -- Affordable Upgrades of Complex Systems: A Multilevel, Performance-Based Approach -- On Successive Approximation of Optimal Control of Stochastic Dynamic Systems -- Stability of Random Iterative Mappings -- V -- ‘Unobserved’ Monte Carlo Methods for Adaptive Algorithms -- Random Search Under Additive Noise -- Recent Advances in Randomized Quasi-Monte Carlo Methods -- VI -- Singularly Perturbed Markov Chains and Applications to Large-Scale Systems under Uncertainty -- Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains -- Some Aspects of Statistical Inference in a Markovian and Mixing Framework -- VII -- Stochastic Ordering of Order Statistics II -- Vehicle Routing with Stochastic Demands: Models & Computational Methods -- Life in the Fast Lane: Yates’s Alogrithm, Fast Fourier and Walsh Transforms -- Uncertainty Bounds in Parameter Estimation with Limited Data -- A Tutorial on Hierarchical Lossless Data Compression -- VIII -- Eureka! Bellman’s Principle of Optimality is Valid! -- Reflections on Statistical Methods or Complex Stochastic Systems En línea: http://dx.doi.org/10.1007/b106473 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35056 Modeling Uncertainty : An Examination of Stochastic Theory, Methods, and Applications [documento electrónico] / SpringerLink (Online service) ; Dror, Moshe ; L’Ecuyer, Pierre ; Szidarovszky, Ferenc . - Boston, MA : Springer US, 2005 . - XXX, 770 p : online resource. - (International Series in Operations Research & Management Science, ISSN 0884-8289; 46) .
ISBN : 978-0-306-48102-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Operations research Decision making Probabilities Statistics Probability Theory and Stochastic Processes Operation Research/Decision Statistics, general Clasificación: 51 Matemáticas Resumen: Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internionally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems Nota de contenido: Professor Sidney J. Yakowitz -- Professor Sidney J. Yakowitz -- I -- Stability of Single Class Queueing Networks -- Sequential Optimization Under Uncertainty -- Exact Asymptotics for Large Deviation Probabilities, with Applications -- II -- Stochastic Modelling of Early HIV Immune Responses Under Treatment by Protease Inhibitors -- The Impact of Re-Using Hypodermic Needles -- Nonparametric Frequency Detection and Optimal Coding in Molecular Biology -- III -- An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems -- Regression Models for Binary Time Series -- Almost Sure Convergence Properties of Nadaraya-Watson Regression Estimates -- Strategies for Sequential Prediction of Stationary Time Series -- IV -- The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags -- A Differential Game of Debt Contract Valuation -- Huge Capacity Planning and Resource Pricing for Pioneering Projects -- Affordable Upgrades of Complex Systems: A Multilevel, Performance-Based Approach -- On Successive Approximation of Optimal Control of Stochastic Dynamic Systems -- Stability of Random Iterative Mappings -- V -- ‘Unobserved’ Monte Carlo Methods for Adaptive Algorithms -- Random Search Under Additive Noise -- Recent Advances in Randomized Quasi-Monte Carlo Methods -- VI -- Singularly Perturbed Markov Chains and Applications to Large-Scale Systems under Uncertainty -- Risk-Sensitive Optimal Control in Communicating Average Markov Decision Chains -- Some Aspects of Statistical Inference in a Markovian and Mixing Framework -- VII -- Stochastic Ordering of Order Statistics II -- Vehicle Routing with Stochastic Demands: Models & Computational Methods -- Life in the Fast Lane: Yates’s Alogrithm, Fast Fourier and Walsh Transforms -- Uncertainty Bounds in Parameter Estimation with Limited Data -- A Tutorial on Hierarchical Lossless Data Compression -- VIII -- Eureka! Bellman’s Principle of Optimality is Valid! -- Reflections on Statistical Methods or Complex Stochastic Systems En línea: http://dx.doi.org/10.1007/b106473 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35056 Ejemplares
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Título : Multicriteria Analysis : Applications to Water and Environment Management Tipo de documento: documento electrónico Autores: Zarghami, Mahdi ; SpringerLink (Online service) ; Szidarovszky, Ferenc Editorial: Berlin, Heidelberg : Springer Berlin Heidelberg Fecha de publicación: 2011 Otro editor: Imprint: Springer Número de páginas: XI, 159 p Il.: online resource ISBN/ISSN/DL: 978-3-642-17937-2 Idioma : Inglés (eng) Palabras clave: Mathematics Physical geography Application software Operations research Management science Civil engineering Water pollution Economic theory Research, Science Engineering Computer Applications Earth System Sciences Theory/Quantitative Economics/Mathematical Methods Waste Technology / Pollution Control Aquatic Clasificación: 51 Matemáticas Resumen: Multicriteria analysis is one of the most important fields of decision science. This book gives an outline of the formulation of an appropriate model and presents a comprehensive summary of the most popular methods for solving multicriteria decision problems. In addition to the classical approach the book introduces fuzzy and stochastic methodology, models with uncertainty, social choice and conflict resolution. All methods are illustrated with easy to follow simple examples. At the end of each chapter detailed case studies are given in water and environment management including inter-basin water transfer, urban water management, water allocation, groundwater quality management, forest treatment, ranking water resources projects, reservoir planning, water distribution network design and long-term watershed management. The new methodology and the wide variety of case studies are not easily accessible elsewhere En línea: http://dx.doi.org/10.1007/978-3-642-17937-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33406 Multicriteria Analysis : Applications to Water and Environment Management [documento electrónico] / Zarghami, Mahdi ; SpringerLink (Online service) ; Szidarovszky, Ferenc . - Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011 . - XI, 159 p : online resource.
ISBN : 978-3-642-17937-2
Idioma : Inglés (eng)
Palabras clave: Mathematics Physical geography Application software Operations research Management science Civil engineering Water pollution Economic theory Research, Science Engineering Computer Applications Earth System Sciences Theory/Quantitative Economics/Mathematical Methods Waste Technology / Pollution Control Aquatic Clasificación: 51 Matemáticas Resumen: Multicriteria analysis is one of the most important fields of decision science. This book gives an outline of the formulation of an appropriate model and presents a comprehensive summary of the most popular methods for solving multicriteria decision problems. In addition to the classical approach the book introduces fuzzy and stochastic methodology, models with uncertainty, social choice and conflict resolution. All methods are illustrated with easy to follow simple examples. At the end of each chapter detailed case studies are given in water and environment management including inter-basin water transfer, urban water management, water allocation, groundwater quality management, forest treatment, ranking water resources projects, reservoir planning, water distribution network design and long-term watershed management. The new methodology and the wide variety of case studies are not easily accessible elsewhere En línea: http://dx.doi.org/10.1007/978-3-642-17937-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=33406 Ejemplares
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