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presents the underlying theory without always focusing on formal mathematical proofs (which can be found in cited references …. "This book is a real gem. The authors do a masterful job of rigorously presenting all of the relevant theory clearly and … modeling, algorithmic theory, computation, implementation, illuminating historical facts, and numerous interesting examples and …
Persistent link: https://www.econbiz.de/10012398326
Many optimization questions arise in economics and finance, an important example of this is the society's choice of the optimum state of the economy (the social choice problem). Optimization in Economics and Finance extends and improves the usual optimization techniques, in a form that may be...
Persistent link: https://www.econbiz.de/10014013951
algorithms and many of its important special applications. Part II, which is independent of Part I, covers the theory of …
Persistent link: https://www.econbiz.de/10012397757
The book contains invited papers by well-known experts on a wide range of topics (economics, variational analysis, probability etc.) closely related to convexity and generalized convexity, and refereed contributions of specialists from the world on current research on generalized convexity and...
Persistent link: https://www.econbiz.de/10013520642
Equilibrium models and applications -- Theory for equilibria -- Algorithms for equilibria -- Quasi …
Persistent link: https://www.econbiz.de/10012395964
Introduction -- Elements of Nonlinear Programming -- Elements of Graph Theory -- Programs with Network Structure … in concert with finite-dimensional variational inequality theory. The principle modeling perspectives are network … optimization, the theory of Nash games, and mathematical programming with equilibrium constraints. Computational methods and novel …
Persistent link: https://www.econbiz.de/10014018015
Ein wichtiges Teilgebiet des Operations Research ist die Projektplanung. Mit ihren Methoden kann der Ablauf unterschiedlicher in der Praxis auftretender Projekte geplant werden. Cord-Ulrich Fündeling entwickelt exakte und heuristische Lösungsverfahren für verschiedene Varianten eines...
Persistent link: https://www.econbiz.de/10013516594
In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr über Finanzderivate und ihre...
Persistent link: https://www.econbiz.de/10013517186
IV: Decision Theory and Multiple Criteria Decision Making -- Part V: Discrete and Integer Optimization -- Part VI: Energy … and Environment -- Part VII: Finance -- Part VIII: Game Theory and Experimental Economics -- Part IX: Graphs and Networks …
Persistent link: https://www.econbiz.de/10012396240
introduction to the necessary theory making it suitable for upper undergraduate students …
Persistent link: https://www.econbiz.de/10012396306