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Stochastic Models of Economic Development
Stochastic Control Theory with Economic Applications
Stochastic Programming Methods with Economic Applications
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allocation analysis applications approach approximation assumed assumption capital chance-constrained characterized coefficients component compute consider constant constraints consumption control problem control theory decision rules defined denotes derived differential equations dynamic econometric economic models empirical estimates expected value feasible feedback finite framework given government expenditure growth model Hence interval investment linear programming LP model mathematical matrix maximize maximum likelihood mean value methods minimize model of Eq national income nonlinear programming nonnegative normally distributed objective function optimal control optimal growth optimal solution optimum output parameters performance criterion planning pre-assigned prob probabilistic probability distribution profits quadratic random variables real per capita sample satisfying scalar Sengupta and Fox shadow prices social welfare function specific stability statistical stochastic control stochastic process stochastic programming system reliability Theorem Tintner tion tolerance measures trend truncated utility function variance variations vector zero