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## Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

## Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises

## Modelagem e controle ótimo de um robô quadrúpede.; Modelling and optimal control of a quadruped robot.

## Dynamic load-balancing : a new strategy for weather forecast models

## Variação do controle como fonte de incerteza; Control variation as a source of uncertainty

## Dynamic optimization of the benzene extractive distillation unit

## Optimal Control Strategy Design Based on Dynamic Programming for a Dual-Motor Coupling-Propulsion System

## A stochastic differential game for optimal investment of an insurer with regime switching

## Discrete time and continuous time dynamic mean-variance analysis

## Using Cox's proportional hazard models to implement optimal strategies: An example from behavioural ecology

## Budget Rules and Resource Booms : A Dynamic Stochastic General Equilibrium Analysis

## Optimal Bidding in Online Auctions

## Optimal Disturbance Accommodation with Limited Model Information

## Optimal Strategies for Communication and Remote Estimation with an Energy Harvesting Sensor

## Optimal Multilevel Matching in Clustered Observational Studies: A Case Study of the School Voucher System in Chile

## Towards an optimal decision strategy of visual search

## A dynamic optimal execution strategy under stochastic price recovery

## The Kelly growth optimal strategy with a stop-loss rule

## Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments

## Essays on Dynamic Demand Estimation

This dissertation consists of three chapters relating to dynamic demand models of storable goods and their application to taxes that are imposed on soft drinks. Broadly speaking, the first chapter builds the estimation strategy for dynamic demand models of storable goods that allows for unobservable heterogeneous preferences in household's tastes. The second chapter uses the estimation strategy developed in the first chapter to study the policy implications of taxes that are imposed on sugary soft drinks. The last chapter explores and provides an explanation for the level of pass-through for soda taxes.

To be more specific, the first chapter develops techniques for incorporating systematic brand preferences in dynamic demand models of storable goods. Dynamic demand models are important for correctly measuring price elasticities of products that can be stockpiled. However, most of the literature excludes systematic preferences over consumers' brand tastes. This chapter resolves this issue by incorporating random coefficient Logit models into a dynamic demand framework and hence allows for realistic demand substitution patterns. It builds on Hendel and Nevo's 2006 Econometrica paper, where the authors introduce a model of dynamic demand that flexibly incorporates observable heterogeneity and estimates it via a three-step procedure that separates brand and volume choices. While a powerful tool...