Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Economics, Mathematical"”.
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HIERARCHICAL PREFERENCES AND CONSUMER CHOICE.
This study considers the problem of the consumer in light of work presented by classical economists who discussed consumption. Richer assumptions about the tasks of an individual consumer and technology of consumption activities are used to develop a static model of consumer behavior. This model is …
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On some aspects of portfolio management
We study the on-line portfolio and the stochastic portfolio investment algorithms and test them with historical data sets. With regard to the stochastic portfolio we develop an optimal formula to manage the portfolio with daily trading in terms of the weights that are assigned to the different …
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The Search and Matching Model: Challenges and Solutions
This dissertation focuses on explaining the cyclicality of unemployment, job vacancies, job creation and market tightness in the US economy. The framework used to model unemployment and job creation throughout this work, is the search and matching model, created by Mortensen and Pissarides (1994). …
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On the transformation problem
<p>In the first two volumes of <em>Capital</em> it is assumed that commodities are exchanged according to their values; with different organic compositions of capital for each sector of the economy this assumption leads to different rates of profit, a result which is not consistent neither with the …
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Stochastic Optimization and Optimal Control for Complex Networked Infrastructures
Networked infrastructures (e.g., power grids and water networks) are becoming increasingly complicated systems due to accelerating integration of distributed devices, increasing scale of network systems, heterogeneous distributed control strategies, nonlinear nature of physical models and …
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Strategic Planning for the Reverse Supply Chain: Optimal End-of-Life Option, Product Design, and Pricing
… Additionally, a comprehensive and general mathematical model is presented that takes into consideration multi-period planning and product inventory. A unique aspect of our model over previous production planning models for RSC is that we consider the product returns as being endogenous …