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The book is a benefit for graduate and postgraduate students in the areas of operations research, decision theory, optimization theory, linear algebra, interval analysis, and fuzzy sets. The book will also be useful for the researchers in the respective areas. The first part of the book deals...
Persistent link: https://www.econbiz.de/10012402234
Useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis, this book contains lecture notes which start with an elementary approach to stochastic calculus due to Follmer, who showed that one can develop Ito's...
Persistent link: https://www.econbiz.de/10013520563
An open von Neumann model with, consumption -- Contribution to the theory of existence of von Neumann equilibria (II) -- Cournot-Bertrand mixed oligopolies -- La grange multipliers for the problem of stochastic programming -- Von Neumann models defined by transformations and by production cones...
Persistent link: https://www.econbiz.de/10013518812
The scientific work of Oskar Morgenstern -- I: Game Theory -- Vers une théorie générale des jeux positionnels -- Erweitertes Sattelpunktkriterium und ?-Rand-Spiel -- Differential games with active and passive variables -- Stochastic linearisation of indeterminateness -- The existence problem...
Persistent link: https://www.econbiz.de/10013518907
I. Economic Theory and Duality -- 1. Introduction. -- 2. Abstract economies. -- 3. Introduction to duality. -- 4. An economy with public goods (only). -- 5. Optimality and Nash-equilibrium. -- 6. Competitive equilibrium. -- 7. Intertemporal optimality. -- Al. Duality operations on sets and...
Persistent link: https://www.econbiz.de/10013519220
This book deals with the economy as a complex interactive system. The emphasis is on the direct interaction between agents rather than on the indirect and autonomous interaction through the market mechanism. Contributions from economists and physicists emphasise the consequences for aggregate...
Persistent link: https://www.econbiz.de/10013519347
The author shows that the enormous gap between theory and facts in modern macroeconomics can only be eliminated by nonlinear macroeconomic dynamics with the following special characteristics: First of all, only certain group-theoretical invariants generate the correct growth cycles with...
Persistent link: https://www.econbiz.de/10013519517
1. Convex Cones and linear Inequalities -- 1. Separation theorems -- 2. Cones and duals -- 3. Linear inequalities over cones -- 4. Theorems of the alternative -- 2. Mathematical Programming over Cones -- 5. Linear programming -- 6. Quadratic programming -- 7. The complementarity problem -- 8....
Persistent link: https://www.econbiz.de/10013519964
Editor’s preface -- Lecture 1. Introduction -- Lecture 2. Topological linear spaces, convex sets, weak topologies -- Lecture 3. Hahn-Banach Theorem -- Lecture 4. Supporting hyperplanes and extremal points -- Lecture 5. Cones, dual cones -- Lecture 6. Necessary extremum conditions...
Persistent link: https://www.econbiz.de/10013520057
Chapter 1. Introduction -- Part I -- Chapter 2. Production Economics and Economic Efficiency (Mónica Meireles) -- Chapter 3. Data Envelopment Analysis: A Review and Synthesis (Ana S. Camanho) -- Chapter 4. Stochastic Frontier Analysis: A Review and Synthesis (Mara Madaleno) -- Part II --...
Persistent link: https://www.econbiz.de/10014302677