Vendeur : Alexander Books (ABAC/ILAB), Ancaster, ON, Canada
Edition originale
EUR 13,43
Quantité disponible : 1 disponible(s)
Ajouter au panierHardcover. Etat : Very Good. 1st Edition. 202 Pages, Usual Ex-Lib Marks O/W Sound. Ex-Library.
Edité par Springer-Verlag New York Inc., 1982
ISBN 10 : 0387907092 ISBN 13 : 9780387907093
Langue: anglais
Vendeur : Anybook.com, Lincoln, Royaume-Uni
EUR 10,95
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:0387907092.
Edité par Springer Verlag, New York, 1982
ISBN 10 : 0387907092 ISBN 13 : 9780387907093
Langue: anglais
Vendeur : The Bookseller, Edmonton, AB, Canada
EUR 24,77
Quantité disponible : 1 disponible(s)
Ajouter au panierCloth. Etat : Very Good. No Jacket. Minor shelf wear to boards. Otherwise a tight, unmarked volume. Index. 202 pp.
Edité par Springer Verlag, New York, 1982
ISBN 10 : 0387907092 ISBN 13 : 9780387907093
Langue: anglais
Vendeur : The Bookseller, Edmonton, AB, Canada
EUR 24,77
Quantité disponible : 1 disponible(s)
Ajouter au panierCloth. Etat : Very Good. No Jacket. Minor shelf wear to boards. Otherwise a tight, unmarked volume. Index. 202 pp.
Vendeur : J. HOOD, BOOKSELLERS, ABAA/ILAB, Baldwin City, KS, Etats-Unis
EUR 44,75
Quantité disponible : 1 disponible(s)
Ajouter au panierHardcover. 202pp. Near new condition, covers bright, text clean & binding tight.
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
EUR 52,95
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New.
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
EUR 57,59
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New. In.
Vendeur : Chiron Media, Wallingford, Royaume-Uni
EUR 56,03
Quantité disponible : 10 disponible(s)
Ajouter au panierPaperback. Etat : New.
Vendeur : Books Puddle, New York, NY, Etats-Unis
EUR 74,92
Quantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. pp. 216.
Vendeur : Hay-on-Wye Booksellers, Hay-on-Wye, HEREF, Royaume-Uni
EUR 10,95
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : Good. Light shelfwear; minor foxing to the content in places. A very good clean hardback. Has some ink inscriptions at the front of the book.
Vendeur : Books Puddle, New York, NY, Etats-Unis
EUR 86,06
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : New. pp. 202.
Vendeur : Majestic Books, Hounslow, Royaume-Uni
EUR 90,20
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : New. pp. 202.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
EUR 90,54
Quantité disponible : 1 disponible(s)
Ajouter au panierEtat : New. pp. 202.
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
EUR 58,39
Quantité disponible : 1 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called 'observers' in deterministic cases or 'filters' in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf.
Edité par Springer New York, 1982
Langue: anglais
Vendeur : ralfs-buecherkiste, Herzfelde, MOL, Allemagne
EUR 18
Quantité disponible : 1 disponible(s)
Ajouter au panierHardcover/ Pappband. Etat : Wie neu. 202 S. Guter Zustand/ Good. Ex-Library. As library copy in very good condition. ha1072802 Sprache: Englisch Gewicht in Gramm: 510.
Vendeur : Mispah books, Redhill, SURRE, Royaume-Uni
EUR 99,64
Quantité disponible : 1 disponible(s)
Ajouter au panierPaperback. Etat : Like New. Like New. book.
Edité par Springer, Springer Dez 2011, 2011
ISBN 10 : 1461257395 ISBN 13 : 9781461257394
Langue: anglais
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
EUR 53,49
Quantité disponible : 2 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called 'observers' in deterministic cases or 'filters' in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf. 216 pp. Englisch.
Edité par Springer-Verlag New York Inc., 2011
ISBN 10 : 1461257395 ISBN 13 : 9781461257394
Langue: anglais
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
EUR 66,69
Quantité disponible : Plus de 20 disponibles
Ajouter au panierPaperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 339.
Vendeur : Majestic Books, Hounslow, Royaume-Uni
EUR 78,40
Quantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. Print on Demand pp. 216 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
EUR 78,88
Quantité disponible : 4 disponible(s)
Ajouter au panierEtat : New. PRINT ON DEMAND pp. 216.
Vendeur : moluna, Greven, Allemagne
EUR 48,37
Quantité disponible : Plus de 20 disponibles
Ajouter au panierEtat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic.
Edité par Springer New York, Springer New York Dez 2011, 2011
ISBN 10 : 1461257395 ISBN 13 : 9781461257394
Langue: anglais
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
EUR 53,49
Quantité disponible : 1 disponible(s)
Ajouter au panierTaschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -As our title reveals, we focus on optimal control methods and applications relevant to linear dynamic economic systems in discrete-time variables. We deal only with discrete cases simply because economic data are available in discrete forms, hence realistic economic policies should be established in discrete-time structures. Though many books have been written on optimal control in engineering, we see few on discrete-type optimal control. More over, since economic models take slightly different forms than do engineer ing ones, we need a comprehensive, self-contained treatment of linear optimal control applicable to discrete-time economic systems. The present work is intended to fill this need from the standpoint of contemporary macroeconomic stabilization. The work is organized as follows. In Chapter 1 we demonstrate instru ment instability in an economic stabilization problem and thereby establish the motivation for our departure into the optimal control world. Chapter 2 provides fundamental concepts and propositions for controlling linear deterministic discrete-time systems, together with some economic applica tions and numerical methods. Our optimal control rules are in the form of feedback from known state variables of the preceding period. When state variables are not observable or are accessible only with observation errors, we must obtain appropriate proxies for these variables, which are called 'observers' in deterministic cases or 'filters' in stochastic circumstances. In Chapters 3 and 4, respectively, Luenberger observers and Kalman filters are discussed, developed, and applied in various directions. Noticing that a separation principle lies between observer (or filter) and controller (cf.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 216 pp. Englisch.