Decision & Control in Management Science

1. Front Matter

   Pages i-xviii

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2. Dynamical Systems and Optimization

   1. Front Matter

      Pages 1-1

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   2. Time, Risk and Conflicts in Economics and Management Science: A Story About Turnpikes

      • Alain Haurie

      Pages 3-29

   3. Jump linear System with Time-Delay: Stability, Stabilization, H∞ Control and Their Robustness

      • El-Kébir Boukas, Zi-Kuan Liu

      Pages 31-51

   4. On Impulsive Ordinary and Delay Differential Equations

      • François Dubeau, Jamila Karrakchou, Abdellatif Ouansafi, Abdeljalil Sakat

      Pages 53-65

   5. On Direct Extremization of a Class of Integrals

      • George Leitmann

      Pages 67-77

   6. On Optimal Policies of Multichain Finite State Compact Action Markov Decision Processes

      • Arie Leizarowitz

      Pages 79-95

   7. A Bilevel Programming Approach to Optimal Price Setting

      • Patrice Marcotte, Gilles Savard

      Pages 97-117

3. Energy and Environmental Modeling

   1. Front Matter

      Pages 119-119

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   2. Swiss Policy Options To Curb CO2 Emissions: Insights From GEM-E3 Switzerland

      • Olivier Bahn

      Pages 121-136

   3. Hydro-Québec Reservoir Management with Wind Energy — The Modelling Approach

      • Gaëtan Lafrance, Louis Lafond, Christiane Jacques

      Pages 137-151

   4. Using Advanced Technology-Rich Models for Regional And Global Economic Analysis of GHG Mitigation

      • Richard Loulou, Amit Kanudia

      Pages 153-175

4. Finance and Economics

   1. Front Matter

      Pages 177-177

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   2. Partial Hedging for Options Based on Extreme Values and Passage Times

      • Hatem Ben Ameur, Michèle Breton, Pierre L’Ecuyer

      Pages 179-199

   3. A Continuous Minimax Problem and its Application to Inflation Targeting

      • Berç Rustem, Volker Wieland, Stanislav Zakovic

      Pages 201-219

   4. Equilibrium Asset Price Dynamics with Holding-Term Switching

      • David W. K. Yeung

      Pages 221-238

5. Production and Industrial Systems

   1. Front Matter

      Pages 239-239

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   2. Average-Cost Optimality of a Base-Stock Policy for a Multi-Product Inventory Model with Limited Storage

      • Dirk Beyer, Suresh P. Sethi, Ramaswamy Sridhar

      Pages 241-260

   3. Industrial Applications of the Variable Neighborhood Search Metaheuristic

      • Pierre Hansen, Nenad Mladenović

      Pages 261-273

   4. Two Approximations as a Basis for the Optimization of Production in Unreliable Markovian Long Transfer Lines

      • Jean Mbihi, Roland P. Malhamé, Javad Sadr

      Pages 275-297

Decision & Control in Management Science analyzes emerging decision problems in the management and engineering sciences. It is divided into five parts. The first part explores methodological issues involved in the optimization of deterministic and stochastic dynamical systems. The second part describes approaches to the model energy and environmental systems and draws policy implications related to the mitigation of pollutants. The third part applies quantitative techniques to problems in finance and economics, such as hedging of options, inflation targeting, and equilibrium asset pricing. The fourth part considers a series of problems in production systems. Optimization methods are put forward to provide optimal policies in areas such as inventory management, transfer-line, flow-shop and other industrial problems. The last part covers game theory. Chapters range from theoretical issues to applications in politics and interactions in franchising systems.
Decision & Control in Management Science is an excellent reference covering methodological issues and applications in operations research, optimal control, and dynamic games.

• Analysis
• Finance
• Hedging
• Optimization Methods
• Sage
• game theory
• metaheuristic
• modeling
• operations research
• optimization

• GERAD and HEC-Montréal, Canada

  Georges Zaccour

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