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Recursive Models of Dynamic Linear Economies

Lars Peter Hansen and Thomas J. Sargent

Published in print:
2013
Published Online:
October 2017
ISBN:
9780691042770
eISBN:
9781400848188
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691042770.001.0001
Subject:
Economics and Finance, History of Economic Thought

A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. This book uses these tools to create a class of econometrically tractable models of prices and ... More


How to Do Desktop ABMS

Michael J. North and Charles M. Macal

in Managing Business Complexity: Discovering Strategic Solutions with Agent-Based Modeling and Simulation

Published in print:
2007
Published Online:
September 2007
ISBN:
9780195172119
eISBN:
9780199789894
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195172119.003.0008
Subject:
Business and Management, Strategy

This chapter considers desktop tools for agent-based modeling and simulation. Two simple but complete examples, Microsoft Excel agent spreadsheet models, are detailed. General tools such as ... More


Linear Quadratic Approximations: An Introduction

Javier Díaz‐Giménez

in Computational Methods for the Study of Dynamic Economies

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199248278
eISBN:
9780191596605
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199248273.003.0002
Subject:
Economics and Finance, Macro- and Monetary Economics

This is a brief introduction to dynamic programming and the method of using linear quadratic (LQ) approximations to the return function; the method is an approximation because it computes the ... More


A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily

Harald Uhlig

in Computational Methods for the Study of Dynamic Economies

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199248278
eISBN:
9780191596605
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199248273.003.0003
Subject:
Economics and Finance, Macro- and Monetary Economics

An extensive treatment is provided of methods that use log‐linear approximations to solve nonlinear dynamic discrete‐time stochastic models. These methods, based on their linear counterparts, have ... More


Discrete State‐Space Methods for the Study of Dynamic Economies

Craig Burnside

in Computational Methods for the Study of Dynamic Economies

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199248278
eISBN:
9780191596605
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199248273.003.0005
Subject:
Economics and Finance, Macro- and Monetary Economics

A number of numerical methods are discussed for solving dynamic stochastic general equilibrium models that fall within the common category of discrete state‐space methods. These methods can be ... More


Optimal Fiscal Policy in a Linear Stochastic Economy

Thomas J. Sargent and François R. Velde

in Computational Methods for the Study of Dynamic Economies

Published in print:
2001
Published Online:
November 2003
ISBN:
9780199248278
eISBN:
9780191596605
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0199248273.003.0009
Subject:
Economics and Finance, Macro- and Monetary Economics

The Lucas and Stokey (1983) economy without capital is used to exhibit features of the Lucas and Stokey model of optimal taxation, and show how they compare with Barro's (1979) tax‐smoothing model. ... More


Matrix Completions, Moments, and Sums of Hermitian Squares

Mihály Bakonyi and Hugo J. Woerdeman

Published in print:
2011
Published Online:
October 2017
ISBN:
9780691128894
eISBN:
9781400840595
Item type:
book
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691128894.001.0001
Subject:
Mathematics, Computational Mathematics / Optimization

Intensive research in matrix completions, moments, and sums of Hermitian squares has yielded a multitude of results in recent decades. This book provides a comprehensive account of this quickly ... More


Zero-Sum Matrix Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0003
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter discusses a number of key concepts for zero-sum matrix games. A zero-sum matrix game is played by two players, each with a finite set of actions. Player 1 wants to minimize the outcome ... More


Computation of Mixed Saddle-Point Equilibrium Policies

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0006
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on the computation of mixed saddle-point equilibrium policies. In view of the Minimax Theorem, the mixed saddle-point equilibria can be determined by computing the mixed security ... More


One-Player Dynamic Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0015
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on one-player discrete time dynamic games, that is, the optimal control of a discrete time dynamical system. It first considers solution methods for one-player dynamic games, ... More


State-Feedback Zero-Sum Dynamic Games

João P. Hespanha

in Noncooperative Game Theory: An Introduction for Engineers and Computer Scientists

Published in print:
2017
Published Online:
May 2018
ISBN:
9780691175218
eISBN:
9781400885442
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691175218.003.0017
Subject:
Mathematics, Logic / Computer Science / Mathematical Philosophy

This chapter focuses on the computation of the saddle-point equilibrium of a zero-sum discrete time dynamic game in a state-feedback policy. It begins by considering solution methods for two-player ... More


Virtual Environment Grocery Store

Thomas D. Parsons, Timothy McMahan, Patrick Melugin, and Michael Barnett

in The Role of Technology in Clinical Neuropsychology

Published in print:
2017
Published Online:
November 2020
ISBN:
9780190234737
eISBN:
9780197559543
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190234737.003.0013
Subject:
Computer Science, Virtual Reality

Neuropsychologists are increasingly being asked to determine whether a patient can return to work, classroom, or play (e.g., sports). A difficulty for the neuropsychological assessment of cognitive ... More


Hedge Fund Pricing

David Hampton

in Hedge Funds: Structure, Strategies, and Performance

Published in print:
2017
Published Online:
August 2017
ISBN:
9780190607371
eISBN:
9780190607401
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190607371.003.0022
Subject:
Economics and Finance, Financial Economics

The two main differentiating features of hedge fund managers compared to traditional investment managers are their ability to leverage and to take both short and long positions. Asset-pricing models ... More


Configuration Space Sampling Methods

Lionel Raff, Ranga Komanduri, Martin Hagan, and Satish Bukkapatnam

in Neural Networks in Chemical Reaction Dynamics

Published in print:
2012
Published Online:
November 2020
ISBN:
9780199765652
eISBN:
9780197563113
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780199765652.003.0008
Subject:
Chemistry, Physical Chemistry

In order to achieve the maximum accuracy in characterizing the PES and the associated force fields for an MD investigation, careful preparation of the database is an essential step in the process. ... More


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