Bifurcation routes to chaos in an extended Van der Pol's equation applied to economic models.
Catastrophe models and the expansion method: A review of issues and an application to the econometric modeling of economic growth.
Chaotic dynamics in a flexible exchange rate system: a study of noise effects.
Complex dynamics in a nonlinear cobweb model for real estate market.
Conservation laws and symmetry in economic growth models: a geometrical approach.
The aim of the present paper is twofold. On one hand, we present a classification of infinitesimal symmetries for Lagrangian systems, and the corresponding Noether theorems. The derivation of the result is made by using the symplectic techniques. Some of the results were previously obtained by other authors (see Prince (1985) for instance), and an exhaustive presentation can be found in de León and Martín de Diego (1995, 1996). Let us note that these results are true even if the Lagrangian function...
Control of a neoclassic economic model
Control of linear systems with rational expectations. The case of incomplete information.
The problem of optimal control of linear economic systems with rational expectations and quadratic objective function is solved for the case of incomplete information. The case of complete information has been previously studied. In both problems the hypothesis of causality is not satisfied and, therefore, the standard techniques of control theory cannot be directly applied, though the method used is based on these techniques.
Coupled flare attractors -- a discrete prototype for economic modelling.
Domaine de victoire et stratégies viables chez les pêcheurs décrits par l'anthropologue Fredrik Barth
L'anthropologue Fredrik Barth a analysé l'émergence des formes sociales chez les pêcheurs norvégiens. Sa perspective est bien modélisée par les outils mathématiques de la théorie de la viabilité, grâce auxquels on peut calculer l'ensemble des états à partir desquels la survie du système est encore possible, ainsi que la bonne décision à prendre à chaque instant, entre explorer ou suivre les autres bateaux. En outre, il se trouve que, techniquement, la condition de compacité des images de la correspondance...
Dynamic bifurcation diagrams for some models in economics and biology.
Dynamic oligopolies with production factors.
Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods
In many western economies, the phenomenon of ageing population implies that the large Pay-As-You-Go (PAYGO) social security system will run into several severe financial difficulties. In that direction, this paper constructs a discrete-time stochastic model for a quasi PAYGO social security system to allow the potential accumulation of a special (contingency) fund, which can oscillate so as to absorb fluctuations in the various system parameters involved. The basic difference equation is analytically...
Economic dynamic model for small islands.
Emergent volatility in asset markets with heterogeneous agents.
Endogenous instability in credit-constrained emerging economies with Leontief technology.
Endogenous oscillations in a discrete dynamic model with inventory.
Ergodic cobweb chaos.
Estrategias óptimas de publicidad y precio.
El modelo de control óptimo no lineal, considerado en este artículo, posee una variable de estado x proporción de clientes y dos variables de control: precio p y gastos en publicidad u. Realizando un análisis de estabilidad en diferentes planos de fase se demuestra, bajo ciertas hipótesis, que es óptimo introducir un producto en el mercado con un precio reducido y realizando una fuerte inversión al comienzo de la campaña.
Existence of trajectories with unbounded consumption for a model with innovations.