Modeling and Control of Economic Systems 2001. A Proceedings volume from the 10th IFAC Symposium, Klagenfurt, Austria, 6 – 8 September 2001

Content: 
Contents, Pages vii-x
Introduction, Pages v-vi
Chapter 1 - Paradigms for Robustness in Controller and Filter Designs, Pages 1-12, Tamer Başar
Chapter 2 - Minimax Algorithms with Applications in Finance and Engineering, Pages 13-17, Steven Asprey, Berc Rustem, Stanislav ſaković
Chapter 3 - Singular Characteristics of the HJBI Equation in State Constraint Optimal Control Problems, Pages 19-21, Arik Melikyan
Chapter 4 - Soft-Constrained Feedback Nash Equilibria, Pages 23-28, J.C. Engwerda, W.A. van den Broek, J.M. Schumacher
Chapter 5 - Unique Open Loop Nash Equilibria on the Infinite Time Horizon, Pages 29-34, Gerhard Jank, Dirk Kremer, Gábor Kun
Chapter 6 - A Geometric Approach to Infinite Horizon Linear Quadratic Differential Games, Pages 35-40, A.J.T.M. Weeren
Chapter 7 - Coordination of Long-Term and Short-Term Payoffs in Dynamic Bimatrix Games, Pages 41-46, A.M. Tarasyev
Chapter 8 - Optgame 1.0: A Numerical Algorithm to Determine Solutions for Two-Person Difference Games, Pages 47-58, Doris A. Behrens, Manfred Hager, Reinhard Neck
Chapter 9 - Time-Consistent Agreeable Solutions in an Environmental Pollution Game, Pages 59-64, Leon A. Petrosjan, Ralph Villiger
Chapter 10 - Competition and Cooperation in International Commercial Fishing, Pages 65-68, Ferenc Szidarovszky, Koji Okuguchi
Chapter 11 - Tariffs vs. Quotas in a Trade Model with Capital Accumulation, Pages 69-74, Giacomo Calzolari, Luca Lambertini
Chapter 12 - Sustainable Growth in a North-South Trade Model, Pages 75-80, Francisco Cabo, Guiomar Martín-Herrán, María Pilar Martínez-García
Chapter 13 - The Stability of Multi-Country Unions: System Theoretic Issues and Policy Implications, Pages 81-86, Paolo Caravani
Chapter 14 - Coalitional Behavior in an Open-Loop LQ-Differential Game for the EMU, Pages 87-92, B. van Aarle, G. Di Bartolomeo, J. Engwerda, J. Plasmans
Chapter 15 - Paradoxical Degradation of Performance Under Nash Non-Cooperative Optimization in Symmetric Network Systems, Pages 93-98, Hisao Kameda, Odile Pourtallier
Chapter 16 - Effects of Symmetry on Paradoxical Cost Degradation in a Nash Non-Cooperative Network System, Pages 99-104, Hisao Kameda, Makoto Ohta, Yoshihisa Hosokawa
Chapter 17 - Maximum Likelihood Estimation of Parameters in State-Space Models, Pages 105-109, Jan Vlček
Chapter 18 - Identification and Analysis of the Naip Model within a State-Space Framework, Pages 111-115, Osvald Vašíček, Martin Fukač
Chapter 19 - Linear Dynamical Models with Time Lags, Pages 117-121, A.V. Prasolov
Chapter 20 - A Spectral Analysis of the Short-End of the British Term Structure, Pages 123-128, Andrew Hughes Hallett, Christian R. Richter
Chapter 21 - Specification of Varma Echelon form Models, Pages 129-136, Zaka Ratsimalahelo
Chapter 22 - Computer-Automated Single-Equation General-to-Specific Reduction Procedures for Vector Autoregressions, Pages 137-142, Hans-Martin Krolzig
Chapter 23 - Alternative Models of Adaptive and Near-Rational Expectations — Classification by Bootstrap Filter, Pages 143-146, Jan Štecha, Jirí Trinkewitz, Osvald Vašícek, Martin Fukač
Chapter 24 - A Model for the Optimization of Leasing Rates in the Automotive Market, Pages 147-152, Wilm Eggert, Tomas Hrycej
Chapter 25 - An Econometric Problem and a Heuristic-Semiotic Solution, Pages 153-156, Ana Marostica
Chapter 26 - Endogenous Fertility, Pension Programs and Intergenerational Welfare, Pages 157-161, J. Ignacio Conde-Ruiz, Eduardo L. Giménez, Mikel Pérez-Nievas
Chapter 27 - Trade and Labor Flows Between Countries with Young and Aging Populations, Pages 163-168, Serdar Sayan
Chapter 28 - Asymmetric Population Ageing, Open Economy, and Fiscal Policy, Pages 169-174, Mehmet Serkan Tosun
Chapter 29 - The Inter-Regional Consequences of Population Ageing in Canada, Pages 175-179, Jean Mercenier, Marcel Mérette
Chapter 30 - On a Set-Valued Dynamic Model of Investment Portfolio Reconstruction, Pages 181-185, Oleg Nikonov
Chapter 31 - Non-Parametric Estimation of Diffusion-Paths Using Wavelet Scaling Methods, Pages 187-189, Esben P. Høg
Chapter 32 - Equilibrium and Learning in a Non-Stationary Environment, Pages 191-196, Klaus Pötzelberger, Leopold Sögner
Chapter 33 - Self-Adjustment of the Attraction Channel of Stock Market, Pages 197-199, V.G. Kleparskiy
Chapter 34 - Corporate Control and Capital Structure Decisions Considering Unobserved Heterogeneity, Pages 201-206, J. Bonet-Madurga, E.J. Menéndez-Alonso, S. Gómez-Ansón
Chapter 35 - A Stable Cointegrated Var Model for Credit Returns with Time-Varying Volatility, Pages 207-212, Bernhard Martin, Svetlozar T. Rachev
Chapter 36 - Non-Gaussian Distribution for Var Calculation: An Assessment for the Italian Market, Pages 213-218, Andrea Consiglio, Ivar Massabò, Sergio Ortobelli
Chapter 37 - Stable Modeling of Energy Risk, Pages 219-224, Irina Khindanova, Zauresh Atkhanova, Svetlozar Rachev
Chapter 38 - A Comparison of Gaussian and Non-Gaussian Portfolio Choice Models, Pages 225-230, Sergio Ortobelli, Isabella Huber, Markus Höchstötter, Svetlozar Rachev
Chapter 39 - Modelling a Bio-Pharmaceutical Company as a Compound Option, Pages 231-236, Stefan Wörner, Boryana Racheva-Iotova, Stoyan Stoyanov
Chapter 40 - Regulation and Risk Management in the Greek Financial Markets, Pages 237-242, Svetlozar T. Rachev, Irina N. Khindanova, Bessy D. Athanasopoulos
Chapter 41 - Optimization of Dynamic Models of the Firm, Pages 243-248, N.M. Dmitruk
Chapter 42 - Parametric Sensitivity Analysis of a Realistic Concern Model, Pages 249-254, Christof Büskens, Kurt Chudej, Susanne Winderl
Chapter 43 - Management Support Tool for Complex Production Plant Scenarios, Pages 255-260, René Trax, Karl Fürst, Gerfried Zeichen
Chapter 44 - Validation by Simulation of Enterprise Models, Pages 261-266, Marek Kacprzak, Andrzej Kaczmarczyk
Chapter 45 - Modelling Organizational Coordination, Pages 267-272, László Cserny
Chapter 46 - Demand Model of the Automobile Life Cycle Based on Temporal Substitution, Pages 273-278, Tomas Hrycej, Wilm Eggert
Chapter 47 - Decision Tools for Electricity Transmission Service and Pricing, Pages 279-284, Ozge Nadia Gozum, Marija D. Ilic
Chapter 48 - Investment Dynamics and Long Term Price Trends in Competitive Electricity Markets, Pages 285-290, Petter Skantze, Marija D. Ilic
Chapter 49 - Models for Railway Traffic Management, Pages 291-295, Jerzy Holubiec, Grażyna Petriczek
Chapter 50 - Modeling the Regional Economy: A Regional Econometric Input-Output Approach, Pages 297-302, Oliver Fritz, Raimund Kurzmann, Wolfgang Pointner, Gerhard Streicher, Gerold Zakarias
Chapter 51 - Regional Strategy and Sustainable Development, Pages 303-308, Jerzy Holubiec, Joanna Malicka-Wąsowska
Chapter 52 - A Stochastic Blanchard Model with a State-of-Market Dependent Reaction Coefficient, Pages 309-313, Carl Chiarella, Peter Flaschel, Willi Semmler, Peiyuan Zhu
Chapter 53 - The Emergence of the Phillips Curve as an Attractor, Pages 315-322, Luca Colombo, Gerd Weinrich
Chapter 54 - Monetary Policy, Non-Uniqueness of Steady States and Hysteresis Effects, Pages 323-328, Alfred Greiner, Willi Semmler
Chapter 55 - A Keynesian Based Econometric Framework for Studying Monetary Policy Rules, Pages 329-334, Peter Flaschel, Gang Gong, Willi Semmler
Chapter 56 - Predictive Constrained Policy Generation for Macroeconomic Systems, Pages 335-340, Ric D. Herbert, Rodney D. Bell
Chapter 57 - Growth Determinants of Poland\'s Economic Potential, Pages 341-348, Władysław Welfe
Chapter 58 - Preconditioning in Economic Stochastic Growth Models, Pages 349-353, Mico Mrkaic, Giorgio Pauletto
Chapter 59 - An Eco-Efficiency Analysis of an Economy, Pages 355-359, Mikuláš Luptáčik
Chapter 60 - Macromoli, a World Wide Catalogue of Economic Models, Pages 361-364, Götz Uebe
Chapter 61 - Short-Term Compumetric Forecast of Crude Oil Prices, Pages 365-370, M.A. Kaboudan
Chapter 62 - Optimal Neuro-Predictive Stabilization Policy for National Balance Model of Japan, Pages 371-376, Yukio Ito
Chapter 63 - Evolutionary Strategies: A New Macroeconomic Policy Tool?, Pages 377-381, Graham Kendall, Jane M Binner, Alicia M Gazely
Chapter 64 - The Loan Granting Procedure: Artificial Neural Networks, Discriminant Analysis, K-Means Method, Pages 383-387, Dorota Witkowska, Wladyslaw Kaminski, Iwona Staniec
Chapter 65 - Comparative Analysis of Results Obtained by Utilizing Expert Systems and Neural Networks in Financial Analysis, Pages 389-393, Adrian Kapczynski, Tomasz Zurek
Chapter 66 - A Fuzzy Expert System for Evaluating University Teaching Efficiency, Pages 395-400, Michele Lalla, Gisella Facchinetti, Giovanni Mastroleo
Chapter 67 - Validation of Agent-Based Models of Financial Markets, Pages 401-406, Peter Winker, Manfred Gilli
Chapter 68 - An Agent-Based Approach to Modeling Electricity Spot Markets, Pages 407-412, Poonsaeng Visudhiphan, Marija D. Ilic
Chapter 69 - Flexible Learning of Optimal Strategies, Pages 413-418, Roger A. McCain
Chapter 70 - The Influence of Network Structures in a Model of Technological Evolution, Pages 419-423, Mateu Llas, Albert Díaz-Guilera, Conrad J. Pérez
Chapter 71 - Social Recommendations Rather Than Social Values, Pages 425-430, Hakan Aksoy, Erdem Basci
Author Index, Page 431