Schätz- Und Kontrolltheorie in Stetigen Dynamischen Wirtschaftsmodellen Mit System- Und Beobachtungsfehlern

Name: Schätz- Und Kontrolltheorie in Stetigen Dynamischen Wirtschaftsmodellen Mit System- Und Beobachtungsfehlern
Brand: Springer
SKU: 9783540056959
Price: 3776.0 INR
Availability: InStock

by Harry Hauptmann

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ISBN13: 9783540056959
Binding: Paperback
Subject: N/A
Publisher: Springer
Publisher Imprint: Springer
Publication Date: January 1, 1971
Pages: 108
Original Price: EUR 51.39
Language: German
Edition: N/A
Item Weight: 214 grams
BISAC Subject(s): Economics / General

About The Book

Die vorliegende Arbeit entstand wahrend meiner Tatigkeit am Seminar fUr konometrie und Statistik der Universitat MUnchen. Herrn Professor Dr. Eberhard M. Fels gilt mein besonderer Dank. Er hat mein Interesse auf die Gebiete der konometrie und der mathemati- schen konomik gelenkt. Stets aufgeschlossen, hat er mir wertvolle Hilfe und Anregungen gege- ben. Ebenso schulde ich Frau Luther und Frau Baumann Dank, die mit gro er MUhe und Sorgfalt das Manuskript tippten. MUnchen, den 25. Aug. 1971 Harry Hauptmann Inhaltsverzeichnis 1 o Einleitung 1 Lineare Kontrollsysteme 6 1. 1 Kontrolltheoretische Ansatze in der positiven 6 konomik 1. 2 Dynamische Systeme 9 1. 3 Kontrollierbarkeit und Beobachtbarkeit 16 2 Stochastische Prozesse und Modelle 23 2. 1 Definition eines stochastischen Prozesses 23 2. 2 Der GauBprozeB 25 2. 3 Stochastische Integrale 30 2. 4 Stochastische Differentialgleichungen 39 2. 5 Das Lagerhaltungsmodell von Simon-Schneeweiss 43 3 Schatz- und Vorhersagetheorie in stochastischen 50 dynamischen Modellen 3. 1 Die Wiener-Hopf-Gleichung 50 3. 2 Der optimale lineare Filter 54 3. 3 Lasung der Varianzgleichung 66 3. 4 Beobachtbarkeit und die Varianzgleichung 69 3. 5 Modelle mit Parametern 71 3. 6 Diskrete Beobachtungen 74 4 Jacobi-Hamilton Theorie deterministischer Politik- 84 modelle und Filtertheorie 4. 1 Lineare Politikmodelle mit quadratischer 84 Zielfunktion 4. 2 Ein Vergleich mit Ergebnissen der Filtertheorie 88 4. 3 Ein statistisches Politikmodell 90 Literaturverzeichnis 100 o Einleitung Die herk6mmlichen Modelle der Wirtschaftstheorie sind im wesent- lichen deterministischer Natur.

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