View:

- no detail
- some detail
- full detail

## 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

View:

- no detail
- some detail
- full detail