The economics of inaction Software or E-Resource: stochastic control models with fixed costs / Nancy L. Stokey.
Material type: TextPublication details: Princeton : Princeton University Press, c2009.Description: ix, 308 p. : ill. ; 25 cmISBN:- 9780691135052
- 330.01519233 22
- 330.01519233
Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
Reference | Junaid Zaidi Library, COMSATS University Islamabad 2nd Floor | 330.01519233 STO-E (Browse shelf(Opens below)) | Not for loan | 45115 |
In The Economics of Inaction, leading economist Nancy Stokey shows how the tools of stochastic control can be applied to dynamic problems of decision making under uncertainty when fixed costs are present. Stokey provides a self-contained, rigorous, and clear treatment of two types of models, impulse and instantaneous control. She presents the relevant results about Brownian motion and other diffusion processes, develops methods for analyzing each type of problem, and discusses applications to price setting, investment, and durable goods purchases.
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