Adaptive processes in economic systems

by Murphy, Roy E.

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Title Statements

Full title :Adaptive processes in economic systems / Roy E. Murphy, Jr.

Summary

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory. As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particular branches, such as optimal filtering and information compression. - Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform - Generalised low-rank matrix approximation - Optimal data compression - Optimal nonlinear filtering.

Edition Statements

Publication Date:1965.

Publication Statements

Publisher(s):Academic Press
Place of Publication:New York
Language:eng
Publication Date:1965.

The Physical Object

Description:1 online resource (xvi, 209 pages) : : illustrations

Edition Identifiers

ISBN:9780080955261, 0080955266, 9780125113502, 0125113501
oclc:ocn428101890
LC Classification:HB74.M3
Dewey Decimal:330.01519

Front Cover; Adaptive Processes in Economic Systems; Copyright Page; Contents; Preface; CHAPTER 1 Introduction; 1.1 The Historical and Current Development of Adaptive Theory; 1.2 Common Properties of Adaptive Processes; References; CHAPTER 2 The Mathematical Model; 2.1 Introduction; 2.2 Discrete Processes; 2.3 Some Discrete Sequential Processes; 2.4 The Role of the Decision Maker; 2.5 The Optimal Type 2 (Adaptive) Process; 2.6 The Constrained, Optimal Type 2 (Adaptive) Process; 2.7 Causality and Markov Processes; 2.8 The Dynamic Programming Model; References

CHAPTER 3 The Primitive Adaptive Process3.1 The Notion of Learning and Adaptation; 3.2 Some Hypothetical Experiments; 3.3 An Adaptive Process of the First Kind; 3.4 An Adaptive Process of the Second Kind; 3.5 Mixed Adaptive Processes of the First and Second Kind; 3.6 Summary; References; CHAPTER 4 Subjective Probability; 4.1 Introduction; 4.2 A Heuristic Example-The Three Investors; 4.3 Economic Environmental Processes; 4.4 A Digression on Statistical Estimators; 4.5 Multinomial Subjective Probabilities; 4.6Properties of the Subjective Probability Vector; References

CHAPTER 5 The Role of Entropy in Economic Processes5.1 The …

Subjects

Adaptation sociale Adaptives Prozessmodell BUSINESS & ECONOMICS -- Economics Calcul économique -- Modèles mathématiq… Economics Economics -- Mathematical models Économie politique -- Modèles mathémati… Mathématiques économiques Ökonometrie Social adjustment