- Table View
- List View
Dynamic Economic Models in Discrete Time: Theory and Empirical Applications
by Brian Ferguson Guay LimThis new book will be welcomed by econometricians and students of econometrics everywhere. Introducing discrete time modelling techniques and bridging the gap between economics and econometric literature, this ambitious book is sure to be an invaluable resource for all those to whom the terms unit roots, cointegration and error correction forms, ch
Dynamic Economic Problems with Regime Switches (Dynamic Modeling and Econometrics in Economics and Finance #25)
by Willi Semmler Vladimir M. Veliov Raimund M. Kovacevic Josef L. HaunschmiedThis 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.
Dynamic Equations on Time Scales and Applications
by Ravi P. Agarwal Bipan Hazarika Sanket TikareThis book presents the theory of dynamic equations on time scales and applications, providing an overview of recent developments in the foundations of the field as well as its applications. It discusses the recent results related to the qualitative properties of solutions like existence and uniqueness, stability, continuous dependence, controllability, oscillations, etc. Presents cutting-edge research trends of dynamic equations and recent advances in contemporary research on the topic of time scales Connects several new areas of dynamic equations on time scales with applications in different fields Includes mathematical explanation from the perspective of existing knowledge of dynamic equations on time scales Offers several new recently developed results, which are useful for the mathematical modeling of various phenomena Useful for several interdisciplinary fields like economics, biology, and population dynamics from the perspective of new trends The text is for postgraduate students, professionals, and academic researchers working in the fields of Applied Mathematics
Dynamic Equivalent Modeling of Acoustic Metamaterials: Solving Problem of Noise and Vibration
by Nansha Gao Jie DengThis book derives physical models from basic principles, studies the effect of equivalent models on the dynamic characteristics of phononic crystals and acoustic metamaterials, and analyzes the physical mechanisms behind vibration and noise reduction. It first summarizes the research status of vibration and noise reduction, and research progress in phononic crystals and acoustic metamaterials. Based on this, one-dimensional periodic beam, two-dimensional thin plate with circular hole, and corresponding gradient structures are introduced, and their dynamic characteristics are discussed in detail. Therefore, different equivalent methods for different models are proposed through theoretical analysis, modal analysis and transmission rate analysis. Finally, a Helmholtz-type acoustic metamaterial, i.e. a multi-layer slotted tube acoustic metamaterial, is studied. Aiming at the low-frequency band gap of this model, a theoretical model for solving the inverse problem of acousto-electric analogue equivalent is proposed, and the effect of structural parameters on the low-frequency band gap is studied using this equivalent model. This book closely revolves around how to conduct equivalent research on artificially fabricated periodic structures. The methods and conclusions presented in this book provide a new theoretical basis for the application of artificial woven periodic structures in the field of low-frequency vibration reduction and noise reduction and are also an innovation in the discipline of vibration and noise control. This book is suitable for undergraduate students, graduate students and teachers in vibration and noise majors in universities, and can also provide references for engineering and technical personnel in related fields.
Dynamic Flowsheet Simulation of Solids Processes
by Stefan HeinrichThis book presents the latest advances in flowsheet simulation of solids processes, focusing on the dynamic behaviour of systems with interconnected solids processing units, but also covering stationary simulation. The book includes the modelling of solids processing units, for example for comminution, sifting and particle formulation and also for reaction systems. Furthermore, it examines new approaches for the description of solids and their property distributions and for the mathematical treatment of flowsheets with multivariate population balances.
Dynamic Fracture of Piezoelectric Materials
by Petia Dineva Dietmar Gross Ralf Müller Tsviatko RangelovDynamic Fracture of Piezoelectric Materials focuses on the Boundary Integral Equation Method as an efficient computational tool. The presentation of the theoretical basis of piezoelectricity is followed by sections on fundamental solutions and the numerical realization of the boundary value problems. Two major parts of the book are devoted to the solution of problems in homogeneous and inhomogeneous solids. The book includes contributions on coupled electro-mechanical models, computational methods, its validation and the simulation results, which reveal different effects useful for engineering design and practice. The book is self-contained and well-illustrated, and it serves as a graduate-level textbook or as extra reading material for students and researchers.
Dynamic Geometry on Time Scales
by Svetlin G. GeorgievThis book introduces plane curves on time scales. They are deducted the Frenet equations for plane and space curves. In the book is presented the basic theory of surfaces on time scales. They are defined tangent plane, \sigma_1 and \sigma_2 tangent planes, normal, \sigma_1 and \sigma_2 normals to a surface. They are introduced differentiable maps and differentials on surface. This book provides the first and second fundamental forms of surfaces on time scales. They are introduced minimal surfaces and geodesics on time scales. In the book are studied the covaraint derivatives on time scales, pseudo-spherical surfaces and \sigma_1, \sigma_2 manifolds on time scales.
Dynamic Graph Learning for Dimension Reduction and Data Clustering (Synthesis Lectures on Computer Science)
by Lei Zhu Zheng Zhang Jingjing LiThis book illustrates how to achieve effective dimension reduction and data clustering. The authors explain how to accomplish this by utilizing the advanced dynamic graph learning technique in the era of big data. The book begins by providing background on dynamic graph learning. The authors discuss why it has attracted considerable research attention in recent years and has become well recognized as an advanced technique. After covering the key topics related to dynamic graph learning, the book discusses the recent advancements in the area. The authors then explain how these techniques can be practically applied for several purposes, including feature selection, feature projection, and data clustering.
Dynamic Inequalities On Time Scales
by Donal O'Regan Ravi Agarwal Samir SakerThis is a monograph devoted to recent research and results on dynamic inequalities on time scales. The study of dynamic inequalities on time scales has been covered extensively in the literature in recent years and has now become a major sub-field in pure and applied mathematics. In particular, this book will cover recent results on integral inequalities, including Young's inequality, Jensen's inequality, Holder's inequality, Minkowski's inequality, Steffensen's inequality, Hermite-Hadamard inequality and Čebysv's inequality. Opial type inequalities on time scales and their extensions with weighted functions, Lyapunov type inequalities, Halanay type inequalities for dynamic equations on time scales, and Wirtinger type inequalities on time scales and their extensions will also be discussed here in detail.
Dynamic Logic. New Trends and Applications: 4th International Workshop, DaLí 2022, Haifa, Israel, July 31–August 1, 2022, Revised Selected Papers (Lecture Notes in Computer Science #13780)
by Carlos Areces Diana CostaThis book constitutes revised selected papers from the refereed proceedings of the 4th International Workshop on Dynamic Logic, DaLí 2022, held in Haifa, Israel, in July/August 2022.The 8 full papers presented in this volume were carefully reviewed and selected from 22 submissions. They deal with new trends and applications in the area of Dynamic Logic.
Dynamic Logic. New Trends and Applications: 5th International Workshop, DaLí 2023, Tbilisi, Georgia, September 15–16, 2023, Revised Selected Papers (Lecture Notes in Computer Science #14401)
by Nina Gierasimczuk Fernando R. Velázquez-QuesadaThis book constitutes the revised selected papers of the 5th International Workshop on Dynamic Logic. New Trends and Applications, DaLí 2023, held in Tbilisi, Georgia, during September 15–16, 2023. The 8 full papers in this book were carefully reviewed and selected from 10 submissions. They deal with new trends and applications in the area of Dynamic Logic.
Dynamic Management of Sustainable Development
by Irina Oleinikova Anna Mutule Yuri Merkuryev Zigurds KrishansDynamic management of systems development is a precondition for the realization of sustainable system development. This approach allows for the usage of systems theory methods that take into consideration the interaction of decisions made over time and space. A characteristic feature of this kind of method is that the process of sophisticated object development over time is examined for optimal decision selection. This requires the application of modelling methods that represent properties of the developing objects, high speed calculation methods for the estimation of technical and economic characteristics, as well as effective optimization methods. Dynamic Management of Sustainable Development presents a concise summary of the authors' research in the area of dynamic methods analysis of technical systems development. Along with systematic illustration of mathematical methods, considerable attention is drawn to practical realization and applications. Dynamic Management of Sustainable Development will be helpful for scientists involved in the mathematical modelling of large technical systems development and for engineers working in the area of large technical systems planning.
Dynamic Markov Bridges and Market Microstructure: Theory And Application (Probability Theory and Stochastic Modelling #90)
by Umut Çetin Albina DanilovaThis book undertakes a detailed construction of Dynamic Markov Bridges using a combination of theory and real-world applications to drive home important concepts and methodologies. In Part I, theory is developed using tools from stochastic filtering, partial differential equations, Markov processes, and their interplay. Part II is devoted to the applications of the theory developed in Part I to asymmetric information models among financial agents, which include a strategic risk-neutral insider who possesses a private signal concerning the future value of the traded asset, non-strategic noise traders, and competitive risk-neutral market makers. A thorough analysis of optimality conditions for risk-neutral insiders is provided and the implications on equilibrium of non-Gaussian extensions are discussed.A Markov bridge, first considered by Paul Lévy in the context of Brownian motion, is a mathematical system that undergoes changes in value from one state to another when the initial and final states are fixed. Markov bridges have many applications as stochastic models of real-world processes, especially within the areas of Economics and Finance. The construction of a Dynamic Markov Bridge, a useful extension of Markov bridge theory, addresses several important questions concerning how financial markets function, among them: how the presence of an insider trader impacts market efficiency; how insider trading on financial markets can be detected; how information assimilates in market prices; and the optimal pricing policy of a particular market maker.Principles in this book will appeal to probabilists, statisticians, economists, researchers, and graduate students interested in Markov bridges and market microstructure theory.
Dynamic Models for Volatility and Heavy Tails
by Andrew C. HarveyThe volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling, and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails - that is, extreme values can occur from time to time - Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility, such as those arising from data on the range of returns and the time between trades. Furthermore, the more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. As such, there are applications not only to financial data but also to macroeconomic time series and to time series in other disciplines. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling. The practical value of the proposed models is illustrated by fitting them to real data sets.
Dynamic Models of Energy, Robotic, and Biological Systems: Systems, Design, and Validation
by Jaime Pacheco Jose de Rubio Alejandro ZacariasDynamic models are essential for understanding the system dynamics. It is of importance because one mistake in experiments could cause accidents or damages, while one mistake in the simulation of dynamic models could cause nothing. Each system has a different dynamic model; hence, this book presents the designs of 10 dynamic models which are mainly classified in two ways. The first kind of dynamic models are mainly obtained by the Euler Lagrange method and described by differential equations. The second kind of dynamic models are mainly obtained by the neural networks and described by difference equations. Topics and features: Contains the dynamic models of energy systems Derives dynamic models of energy systems by the Euler Lagrange method Includes the dynamic models of robotic systems Contains the dynamic models of biological systems Derives dynamic models of robotic systems by the Euler Lagrange method Obtains dynamic models of biological systems by neural networks This book is expected to be used primary by researchers and secondary by students and in the areas of control, robotics, energy, biological, mechanical, mechatronics, and computing systems. Jose de Jesus Rubio, Alejandro Zacarias, and Jaime Pacheco are full Professors affiliated with the ESIME Azcapotzalco, Instituto Politécnico Nacional, Sección de Estudios de Posgrado e Investigación, Ciudad de México, México.
Dynamic Network Flows with Adaptive Route Choice based on Current Information (Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics)
by Lukas GrafIn this book Lukas Graf studies dynamic network flows which are a model for individual car traffic in road networks. It is assumed that drivers choose their routes based on information about the current state of the network in such a way as to selfishly minimize their own arrival time at their destination. Whilst on their journey the drivers adapt their current route choices based on the changing state of the network. A dynamic flow wherein every (infinitesimally small) flow particle behaves in this way is then called an instantaneous dynamic equilibrium. After giving a mathematically precise definition of this equilibrium concept the author shows existence of those equilibrium flows, studies their computational complexity and derives bounds on their quality.
Dynamic Network Representation Based on Latent Factorization of Tensors (SpringerBriefs in Computer Science)
by Hao Wu Xin Luo Xuke WuA dynamic network is frequently encountered in various real industrial applications, such as the Internet of Things. It is composed of numerous nodes and large-scale dynamic real-time interactions among them, where each node indicates a specified entity, each directed link indicates a real-time interaction, and the strength of an interaction can be quantified as the weight of a link. As the involved nodes increase drastically, it becomes impossible to observe their full interactions at each time slot, making a resultant dynamic network High Dimensional and Incomplete (HDI). An HDI dynamic network with directed and weighted links, despite its HDI nature, contains rich knowledge regarding involved nodes’ various behavior patterns. Therefore, it is essential to study how to build efficient and effective representation learning models for acquiring useful knowledge. In this book, we first model a dynamic network into an HDI tensor and present the basic latent factorization of tensors (LFT) model. Then, we propose four representative LFT-based network representation methods. The first method integrates the short-time bias, long-time bias and preprocessing bias to precisely represent the volatility of network data. The second method utilizes a proportion-al-integral-derivative controller to construct an adjusted instance error to achieve a higher convergence rate. The third method considers the non-negativity of fluctuating network data by constraining latent features to be non-negative and incorporating the extended linear bias. The fourth method adopts an alternating direction method of multipliers framework to build a learning model for implementing representation to dynamic networks with high preciseness and efficiency.
Dynamic Oligopolies with Time Delays
by Ferenc Szidarovszky Akio MatsumotoThis is the first book to comprehensively examine the asymptotic behavior of dynamic monopolies, duopolies, and oligopolies where firms face information and implementation delays. It considers discrete and continuous timescales, continuously distributed delays, as well as single and multiple delays. It also discusses models with linear and hyperbolic price functions in three types of oligopolies: Cournot competition with quantity-adjusting firms, Bertrand competition with price-adjusting firms, and mixed oligopolies with both types of firms. In addition to the traditional Cournot-Nash equilibria, it introduces cases of partial cooperation are also introduced, leading to the analysis of cartelizing groups of firms and possible governmental actions against antitrust behavior. Further, the book investigates special processes for firms learning about the uncertain price function based on repeated market information. It addresses asymptotic properties of the associated dynamic systems, derives stability conditions, identifies stability switching curves, and presents in global analyses of cases of instability. The book includes both theoretical results and computer studies to illustrate and verify the theoretical findings.
Dynamic Optimization: The Calculus of Variations and Optimal Control in Economics and Management
by Morton I. Kamien Nancy L. SchwartzAn excellent financial research tool, this classic focuses on the methods of solving continuous time problems. The two-part treatment covers closely related approaches to the calculus of variations and optimal control. In the two decades since its initial publication, the text has defined dynamic optimization for courses in economics and management science. Simply, clearly, and succinctly written chapters introduce new developments, expound upon underlying theories, and cite examples. Exercises extend the development of theories, provide working examples, and indicate further uses of the methods. Geared toward management science and economics PhD students in dynamic optimization courses as well as economics professionals, this volume requires a familiarity with microeconomics and nonlinear programming. Extensive appendixes provide introductions to calculus optimization and differential equations.
Dynamic Prediction in Clinical Survival Analysis (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
by Hans van Houwelingen Hein PutterThere is a huge amount of literature on statistical models for the prediction of survival after diagnosis of a wide range of diseases like cancer, cardiovascular disease, and chronic kidney disease. Current practice is to use prediction models based on the Cox proportional hazards model and to present those as static models for remaining lifetime a
Dynamic Probabilistic Systems, Volume I: Markov Models (Dover Books on Mathematics #1)
by Ronald A. HowardThis book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. Its intent is to equip readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics and space engineering to marketing. More than a collection of techniques, it constitutes a guide to the consistent application of the fundamental principles of probability and linear system theory.Author Ronald A. Howard, Professor of Management Science and Engineering at Stanford University, begins with the basic Markov model, proceeding to systems analyses of linear processes and Markov processes, transient Markov processes and Markov process statistics, and statistics and inference. Subsequent chapters explore recurrent events and random walks, Markovian population models, and time-varying Markov processes. Volume I concludes with a pair of helpful indexes.
Dynamic Probabilistic Systems, Volume II: Semi-Markov and Decision Processes (Dover Books on Mathematics #2)
by Ronald A. HowardThis book is an integrated work published in two volumes. The first volume treats the basic Markov process and its variants; the second, semi-Markov and decision processes. Its intent is to equip readers to formulate, analyze, and evaluate simple and advanced Markov models of systems, ranging from genetics and space engineering to marketing. More than a collection of techniques, it constitutes a guide to the consistent application of the fundamental principles of probability and linear system theory.Author Ronald A. Howard, Professor of Management Science and Engineering at Stanford University, continues his treatment from Volume I with surveys of the discrete- and continuous-time semi-Markov processes, continuous-time Markov processes, and the optimization procedure of dynamic programming. The final chapter reviews the preceding material, focusing on the decision processes with discussions of decision structure, value and policy iteration, and examples of infinite duration and transient processes. Volume II concludes with an appendix listing the properties of congruent matrix multiplication.
Dynamic Programming
by Richard BellmanAn introduction to the mathematical theory of multistage decision processes, this text takes a "functional equation" approach to the discovery of optimum policies. Written by a leading developer of such policies, it presents a series of methods, uniqueness and existence theorems, and examples for solving the relevant equations. The text examines existence and uniqueness theorems, the optimal inventory equation, bottleneck problems in multistage production processes, a new formalism in the calculus of variation, strategies behind multistage games, and Markovian decision processes. Each chapter concludes with a problem set that Eric V. Denardo of Yale University, in his informative new introduction, calls "a rich lode of applications and research topics." 1957 edition. 37 figures.
Dynamic Programming: Foundations and Principles, Second Edition (Chapman & Hall/CRC Pure and Applied Mathematics)
by Moshe SniedovichIncorporating a number of the author's recent ideas and examples, Dynamic Programming: Foundations and Principles, Second Edition presents a comprehensive and rigorous treatment of dynamic programming. The author emphasizes the crucial role that modeling plays in understanding this area. He also shows how Dijkstra's algorithm is an excellent exampl