- Author
- Banek Tadeusz, Kozłowski Edward
- Title
- LQG Monotone Follower Model of Change Control in Turbulent Environment
- Source
- Multiple Criteria Decision Making / University of Economics in Katowice, 2010, vol. 5, s. 11-30, bibliogr. 22 poz.
- Keyword
- Procesy stochastyczne, Ekonometria, Metody ilościowe
Stochastic processes, Econometrics, Quantitative methods - Note
- summ., Korespondencja z redakcją: numeracja wpisana za zgodą redakcji (wynika z ciągłości wydawniczej serii MCDM) - brak numeracji na stronie tytułowej
- Abstract
- Change control (ChC) and monotone LQG follower (MFP) are two problems considered in this paper. Analogies and similarities between them allow for introducing a common parametrization, which can be used for translation of results obtained for the follower problem into the jargon of change control. Analogies and similarities between these problems are recognized on two levels: movement's description and criteria of control. That is the first moment when multicriteria approach is taken into account. On the other hand, there are many possible criteria which can, and should, be taken into account in deciding how to apply results coming from solutions of MFP into actions for ChC. That is the second moment for multicriteria approach to work. (original abstract)
- Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
- BackK., Pliska S.R.: The Shadow Price of Information in Continuous Time Decision Problems. "Stochastics" 1987, Vol. 22, pp. 151-186.
- Banek T., Kulikowski R.: Information Pricing in Portfolio Optimization. "Control and Cybernetics" 2003, Vol. 32, No. 4, pp. 867-882.
- Carrillo J.E., Gaimon Ch.: Improving Manufacturing Performance Through Process Change and Knowledge Creation. "Management Sciences" 2000, Vol. 46, No. 2, pp. 265-288.
- Can-A.N., Hancock P.: Space and Time in Organizational Change Management. "Joumal of Organizational Change Management" 2006, Vol. 19, No. 5, pp. 545- 557.
- CarrA.N.: Jung, Archetypes and Mirroring in Organizational Change Management. Lesson from a longitudinal case study. "Joumal of Organizational Change Management" 2002, Vol. 15, No. 5, pp. 477-489.
- Costa L.A., de Matos J.A., e Cunha M.P.: 772e Manager as Change Agent. "Intemational Studies of Management & Organization" 2003-2004, Vol. 33, No. 4, pp. 65- 93.
- Davis M.H.A., Dempster M.A.H., Elliott R.J.: On the Value of Information in Controlled Diffusion Processes. Liber Amicorum for M. Zakai, Academic Press, 1991, pp. 125-138.
- Evans L.C., Gariepy R.F.: Measure Theory and Fine Properties of Functions. CRC Press, Inc. 1992.
- Fédérer H.: Geometric Measure Theory. Springer-Verlag Berlin Heilderberg, 1996.
- Ford CM.: The Futurity of Decisions as a Facilitator of Organizational Creativity and Change. "Journal of Organizational Change Management" 2002, Vol. 15, No. 6, pp. 635-646.
- JomiergardK., KarremanM., SvenssonC: The Impact of Changes in the Corporate Governance System on the Boards of Directors. "International Studies of Management & Organization" 2004, Vol. 34, No. 2, pp. 113-152.
- LamertzK.: Comment on "Top executives" Reactions to Change. "International Studies of Management & Organization" 2004-5, Vol. 34, No. 4, pp. 29-31.
- LiptserR.S., Shiryaev A.N.: Statistics of Random Processes. Springer-Verlag, Berlin 1977.
- Marcus M.L., RobeyD.: Information Technology and Organizational Change: Causal Structure in Theory and Research. "Management Sciences" 1988, Vol. 34, No. 5, pp. 583-598.
- Melkonian T.: Top Executives' Reactions to Change. "International Studies of Management & Organization" 2004-2005, Vol. 34, No. 4, pp. 7-28.
- Reverdy T.: Translation Process and Organizational Change. "International Studies of Management & Organization" 2006, Vol. 36, No. 2, pp. 9-30.
- RishelR.: A Nonlinear Discrete Time Stochastic Adaptive Control Problem. Sel. Pap. 7 th. Int. Symp. Math. Theory of Networks Systems, 1985, pp. 585-592.
- Schweizer M., BechererD., Amendinger J.: A Monetary Value for Initial Information in Portfolio Optimization. "Finance and Stochastics" 2003, Vol. 7, No. 1, pp. 29-46.
- WetsR.J.-B.: On the Relation between Stochastic and Deterministic Optimization in Control Theory, Numerical Methods and Computer System Modelling. Lecture Notes in Economics and Mathematical Systems 107. Eds. A. Bensoussen and J.L. Lions. Springer-Verlag, Berlin 1975, pp. 350-361.
- YosidaK.: Fuctional Analysis. Springer-Verlag, Berlin 1980.
- Yu B.T.W., Ming T.W.: Effects of Control Mechanisms on Positive Organizational Change. "Journal of Organizational Change Management" 2008, Vol. 21, No. 3, pp. 385-404.
- Zabczyk J.: Chance and Decision, Stochastic Control in Discrete Time. Scuola Normale Superiore, Quademi, Pisa 1996.
- Cited by
- ISSN
- 2084-1531
- Language
- eng