Mathematical Economics and Operations Research PDF Download

Author: Joseph Zaremba
Publisher: Gale Cengage
ISBN:
Category : Business & Economics
Languages : en
Pages : 632

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Author: W. H. Marlow
Publisher: Courier Corporation
ISBN: 0486677230
Category : Mathematics
Languages : en
Pages : 514

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Book Description
Practical and applications-oriented, this text explains effective procedures for performing mathematical tasks that arise in many fields, including operations research, engineering, systems sciences, statistics, and economics. Most of the examples and many of the 1,300 problems illustrate techniques, and nearly all of the tables display reference material for procedures. 1978 edition.

Author: Gerald Hammer
Publisher:
ISBN:
Category :
Languages : en
Pages :

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Author: G. Hammer
Publisher: Springer Science & Business Media
ISBN: 3642455670
Category : Business & Economics
Languages : en
Pages : 479

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Let eRN be the usual vector-space of real N-uples with the usual inner product denoted by (. ,. ). In this paper P is a nonempty compact polyhedral set of mN, f is a real-valued function defined on (RN continuously differentiable and fP is the line- ly constrained minimization problem stated as : min (f(x) I x € P) • For computing stationary points of problemtj) we propose a method which attempts to operate within the linear-simplex method structure. This method then appears as a same type of method as the convex-simplex method of Zangwill [6]. It is however, different and has the advantage of being less technical with regards to the Zangwill method. It has also a simple geometrical interpretation which makes it more under standable and more open to other improvements. Also in the case where f is convex an implementable line-search is proposed which is not the case in the Zangwill method. Moreover, if f(x) = (c,x) this method will coincide with the simplex method (this is also true in the case of the convex simplex method) i if f(x) = I Ixl 12 it will be almost the same as the algorithm given by Bazaraa, Goode, Rardin [2].

Author: Jean-Pierre Aubin
Publisher: Courier Corporation
ISBN: 048646265X
Category : Mathematics
Languages : en
Pages : 658

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Book Description
Mathematical economics and game theory approached with the fundamental mathematical toolbox of nonlinear functional analysis are the central themes of this text. Both optimization and equilibrium theories are covered in full detail. The book's central application is the fundamental economic problem of allocating scarce resources among competing agents, which leads to considerations of the interrelated applications in game theory and the theory of optimization. Mathematicians, mathematical economists, and operations research specialists will find that it provides a solid foundation in nonlinear functional analysis. This text begins by developing linear and convex analysis in the context of optimization theory. The treatment includes results on the existence and stability of solutions to optimization problems as well as an introduction to duality theory. The second part explores a number of topics in game theory and mathematical economics, including two-person games, which provide the framework to study theorems of nonlinear analysis. The text concludes with an introduction to non-linear analysis and optimal control theory, including an array of fixed point and subjectivity theorems that offer powerful tools in proving existence theorems.

Author: T. Parthasarathy
Publisher: Springer Science & Business Media
ISBN: 1475726406
Category : Business & Economics
Languages : en
Pages : 304

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Book Description
Game Theoretical Applications to Economics and Operations Research deals with various aspects of game theory and their applications to Economics and OR related problems. It brings together the contributions of a wide spectrum of disciplines such as Statistics, Mathematics, Mathematical Economics and OR. The contributions include decision theory, stochastic games, cooperative and noncooperative games. The papers in the volume are classified under five different sections. The first four sections are devoted to the theory of two-person games, linear complimentarity problems and game theory, cooperative and noncooperative games. The fifth section contains diverse applications of these various theories. Taken together they exhibit a rich versatility of these theories and lively interaction between the mathematical theory of games and significant economic problems.

Author: Karl August Fox
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 492

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Author: Achim Bachem
Publisher: Springer Science & Business Media
ISBN: 3642469558
Category : Business & Economics
Languages : en
Pages : 574

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Book Description
This proceedings volume contains extended abstracts of talks presented at the 18th Symposium on Operations Research held at the University of Cologne, September 1-3, 1993. The Symposia on Operations Research are the annual meetings of the Gesellschaft fiir Mathematik, Okonometrie und Operations Research (GMOOR), a scientific society providing a link between research and applications in the areas of applied mathematics, economics and operations research. The broad range of interests and scientific activities covered by GMOOR and its members was demonstrated by about 250 talks presented at the 18th Symposium. As in l'ecent years, emphasis was placed on optimization and stochastics, this year with a special focus on combinatorial optimization and discrete mathematics. We appreciate that with sections on parallel and distributed computing and on scientific computing also new fields could be integrated into the scope of the GMOOR. This book contains extended abstracts of most of the papers presented at the con ference. Long versions and full papers of the talks are expected to appear elsewhere in refereed periodicals. The contributions were divided into sixteen sections: (1) Theory of Optimization, (2) Computational Methods of Optimization, (3) Combinatorial Optimization and Dis crete Mathematics, (4) Scientific Computing, (5) Decision Theory, (6) Mathematical Economics and Game Theory, (7) Banking, Finance and Insurance, (8) Econometrics, (9) Macroeconomics and Economic Theory, (10) Stochastics, (11) Production and Lo gistics, (12) System and Control Theory, (13) Routing and Scheduling, (14) Knowledge Based Systems, (15) Information Systems and (16) Parallel and Distributed Compu ting.

Author: Rakesh V. Vohra
Publisher: Psychology Press
ISBN: 9780415700085
Category : Business & Economics
Languages : en
Pages : 212

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Book Description
This textbook presents students with all they need for advancing in mathematical economics. Higher level undergraduates as well as postgraduate students in mathematical economics will find this book extremely useful.

Author: Michael Harrison
Publisher: Routledge
ISBN: 1136819215
Category : Business & Economics
Languages : en
Pages : 761

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Book Description
The aim of this book is to bring students of economics and finance who have only an introductory background in mathematics up to a quite advanced level in the subject, thus preparing them for the core mathematical demands of econometrics, economic theory, quantitative finance and mathematical economics, which they are likely to encounter in their final-year courses and beyond. The level of the book will also be useful for those embarking on the first year of their graduate studies in Business, Economics or Finance. The book also serves as an introduction to quantitative economics and finance for mathematics students at undergraduate level and above. In recent years, mathematics graduates have been increasingly expected to have skills in practical subjects such as economics and finance, just as economics graduates have been expected to have an increasingly strong grounding in mathematics. The authors avoid the pitfalls of many texts that become too theoretical. The use of mathematical methods in the real world is never lost sight of and quantitative analysis is brought to bear on a variety of topics including foreign exchange rates and other macro level issues.