Alain Haurie's Books

Decision & Control in Management Science

Essays in Honor of Alain Haurie

By: Alain Haurie

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Decision & Control in Management Science

Essays in Honor of Alain Haurie

By: Alain Haurie

The third part applies quantitative techniques to problems in finance and economics, such as hedging of options, inflation targeting, and equilibrium asset pricing. The fourth part considers a series of problems in production systems. Optimization methods are put forward to provide optimal policies in areas such as inventory management, transfer-line, flow-shop and other industrial problems. The last part covers game theory. Chapters range from theoretical issues, to applications in politics and interactions in franchising systems.

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Page Count

448

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0792379373

ISBN 13

9780792379379

Decision & Control in Management Science

Essays in Honor of Alain Haurie

By: Alain Haurie

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Decision & Control in Management Science

Essays in Honor of Alain Haurie

By: Alain Haurie

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448

Publisher

Springer Science & Business Media

Published Date

ISBN 10

0792379373

ISBN 13

9780792379379

Infinite Horizon Optimal Control

Theory and Applications

By: Dean A. Carlson,Alain Haurie

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Infinite Horizon Optimal Control

Theory and Applications

By: Dean A. Carlson,Alain Haurie

This monograph deals with various classes of deterministic continuous time optimal control problems wh ich are defined over unbounded time intervala. For these problems, the performance criterion is described by an improper integral and it is possible that, when evaluated at a given admissible element, this criterion is unbounded. To cope with this divergence new optimality concepts; referred to here as "overtaking", "weakly overtaking", "agreeable plans", etc. ; have been proposed. The motivation for studying these problems arisee primarily from the economic and biological aciences where models of this nature arise quite naturally since no natural bound can be placed on the time horizon when one considers the evolution of the state of a given economy or species. The reeponsibility for the introduction of this interesting class of problems rests with the economiste who first studied them in the modeling of capital accumulation processes. Perhaps the earliest of these was F. Ramsey who, in his seminal work on a theory of saving in 1928, considered a dynamic optimization model defined on an infinite time horizon. Briefly, this problem can be described as a "Lagrange problem with unbounded time interval". The advent of modern control theory, particularly the formulation of the famoue Maximum Principle of Pontryagin, has had a considerable impact on the treatment of these models as well as optimization theory in general.

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Page Count

270

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3662025299

ISBN 13

9783662025291

Games And Dynamic Games

By: Alain Haurie,Jacek B Krawczyk,Georges Zaccour

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Games And Dynamic Games

By: Alain Haurie,Jacek B Krawczyk,Georges Zaccour

Dynamic games arise between players (individuals, firms, countries, animals, etc.) when the strategic interactions among them recur over time and decisions made during one period affect both current and future payoffs. Dynamic games provide conceptually rich paradigms and tools to deal with these situations.This volume provides a uniform approach to game theory and illustrates it with present-day applications to economics and management, including environmental, with the emphasis on dynamic games.At the end of each chapter a case study called game engineering (GE) is provided, to help readers understand how problems of high social priority, such as environmental negotiations, exploitation of common resources, can be modeled as games and how solutions can be engineered.

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Page Count

488

Publisher

World Scientific Publishing Company

Published Date

ISBN 10

981440134X

ISBN 13

9789814401340

Infinite Horizon Optimal Control

Theory and Applications

By: Dean A. Carlson,Alain Haurie

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Infinite Horizon Optimal Control

Theory and Applications

By: Dean A. Carlson,Alain Haurie

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Page Count

270

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3662025299

ISBN 13

9783662025291

Games and Dynamic Games

By: Alain Haurie,Jacek B. Krawczyk,Georges Zaccour

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Games and Dynamic Games

By: Alain Haurie,Jacek B. Krawczyk,Georges Zaccour

Dynamic games arise between players (individuals, firms, countries, animals, etc.) when the strategic interactions among them recur over time and decisions made during one period affect both current and future payoffs. Dynamic games provide conceptually rich paradigms and tools to deal with these situations. This volume provides a uniform approach to game theory and illustrates it with present-day applications to economics and management, including environmental, with the emphasis on dynamic games. At the end of each chapter a case study called game engineering (GE) is provided, to help readers understand how problems of high social priority, such as environmental negotiations, exploitation of common resources, can be modeled as games and how solutions can be engineered.

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Page Count

465

Publisher

World Scientific Publishing Company Incorporated

Published Date

ISBN 10

9814401269

ISBN 13

9789814401265

Uncertainty and Environmental Decision Making

A Handbook of Research and Best Practice

By: Jerzy A. Filar,Alain Haurie

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Uncertainty and Environmental Decision Making

A Handbook of Research and Best Practice

By: Jerzy A. Filar,Alain Haurie

The 21st century promises to be an era dominated by international response to c- tain global environmental challenges such as climate change, depleting biodiversity and biocapacity as well as general atmospheric, water and soil pollution problems. Consequently, Environmental decision making (EDM) is a socially important ?eld of development for Operations Research and Management Science (OR/MS). - certainty is an important feature of these decision problems and it intervenes at very different time and space scales. The Handbook on “Uncertainty and Environmental Decision Making” provides a guided tour of selected methods and tools that OR/MS offer to deal with these issues. Below, we brie?y introduce, peer reviewed, chapters of this handbook and the topics that are treated by the invited authors. The ?rst chapter is a general introduction to the challenges of environmental decision making, the use of OR/MS techniques and a range of tools that are used to deal with uncertainty in this domain.

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Page Count

347

Publisher

Springer Science & Business Media

Published Date

ISBN 10

1441911294

ISBN 13

9781441911292

Book's by Alain Haurie

Decision & Control in Management Science

Decision & Control in Management Science

Decision & Control in Management Science

Decision & Control in Management Science

Infinite Horizon Optimal Control

Infinite Horizon Optimal Control

Games And Dynamic Games

Games And Dynamic Games

Infinite Horizon Optimal Control

Infinite Horizon Optimal Control

Games and Dynamic Games

Games and Dynamic Games

Uncertainty and Environmental Decision Making

Uncertainty and Environmental Decision Making

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