Dynamic economic problems with regime switches
This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be exte...
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| Weitere Verfasser: | , , , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Cham, Switzerland
Springer
2021
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| Schriftenreihe: | Dynamic modeling and econometrics in economics and finance
volume 25 |
| Schlagworte: | |
| Online Zugang: | Inhaltsverzeichnis |
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Tag hinzufügen | Zusammenfassung: | This book presents the state of the art in the relatively new field of dynamic economic modelling with regime switches. The contributions, written by prominent scholars in the field, focus on dynamic decision problems with regime changes in underlying dynamics or objectives. Such changes can be externally driven or internally induced by decisions. Utilising the most advanced mathematical methods in optimal control and dynamic game theory, the authors address a broad range of topics, including capital accumulation, innovations, financial decisions, population economics, environmental and resource economics, institutional change and the dynamics of addiction. Given its scope, the book will appeal to all scholars interested in mathematical and quantitative economics. Chapter 1 Managing, Inducing, and Preventing Regime Shifts: A Review of the Literature -- Chapter 2 Institutional change, education and population growth: lessons from dynamic modelling -- Chapter 3 Poverty Traps and Disaster Insurance in a Bi-Level Decision Framework -- Chapter 4 Rationally risking addiction: a two-stage approach -- Chapter 5 Modelling social status and fertility decisions under differential mortality -- Chapter 6 Financing Climate Change Policies: A Multi-Phase Integrated Assessment Model for Mitigation and Adaption -- Chapter 7 On Scientific Innovations and Constraints: A Dynamic Analysis -- Chapter 8 On the structure and regularity of optimal solutions in a differential game with regime switching and spillovers -- Chapter 9 Optimal switching from competition to cooperation: a preliminary exploration -- Chapter 10 Delaying Product Introduction in a Duopoly: A Strategic Dynamic Analysis -- Chapter 11 On the Cournot-Ramsey model with non-linear demand functions -- Chapter 12 Optimal Taxation with Endogenous Population Growth and the Risk of Environmental Disaster -- Chapter 13 A Regime-Switching Model with Applications to Finance: Markovian and Non-Markovian Cases. |
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| Beschreibung: | Literaturangaben "The decision to publish a book on dynamic economic problems with regime switches was made at the 14th VC held in Vienna in July 2018, in which many contributors to this book participated. Additional chapters are included here by invited distinguished specialists in the area." - Seite vi. - VC = Viennese Conference on Optimal Control and Dynamic Games |
| Beschreibung: | xiii, 309 Seiten Illustrationen, Diagramme |
| ISBN: | 9783030545758 978-3-030-54575-8 |