Blar i Discussion papers (FOR) på emneord "VDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Anvendt matematikk: 413"

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    • Approximating closed form solutions to a class of feedback policies 

      Sandal, Leif Kristoffer (Discussion paper, Working paper, 2009-09)
      Dynamic optimization problems cover a large class of problems in theoretical and applied economics. A simple iterative algorithm with fast convergence is proposed. It is demonstrated that the algorithm in a few steps ...

    • Strategic pricing of commodities 

      Jörnsten, Kurt; Ubøe, Jan (Discussion paper, Working paper, 2006)
      In this paper we will consider a setting where a large number of agents are trading commodity bundles. Assuming that agents of the same type have a certain utility attached to each transaction, we construct a statistical ...