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Bruce D. Craven

Optimization in Economics and Finance

Ebook (PDF Format)

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 adopted for modeling social choice problems. Problems discussed include: when is an optimum reached; when is it unique; relaxation of the conventional convex (or concave) assumptions on an economic model; associated mathematical concepts such as invex and quasimax; multiobjective optimal control models; and related computational methods and programs. The… Mehr

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Produktdetails


Weitere Autoren: Islam, Sardar M. N.
  • ISBN: 978-0-387-24280-4
  • EAN: 9780387242804
  • Produktnummer: 12842241
  • Verlag: Springer-Verlag GmbH
  • Sprache: Englisch
  • Erscheinungsjahr: 2006
  • Plattform: PDF
  • Masse: 7'510 KB
  • Auflage: 2005
  • Reihenbandnummer: 7

Über den Autor


Dr. B. D. Craven was (until retirement) a Reader in Mathematics at University of Melbourne, Australia, where he taught Mathematics and various topics in Operations Research for over 35 years. He holds a D.Sc. degree from University of Melbourne. His research interests include continuous optimization, nonlinear and multiobjective optimization, and optimal control. and their applcations. He has published five books, including two on mathematical programming and optimal control, and many papers in international journals. He is a member of Australian Society for Operations Research and INFORMS.Prof. Sardar M N Islam is Professor of Welfare and Environmental Economics at Victoria University, Australia. He is also associated with the Financial Modelling Program, and the Law and Economics Program there. He has published 11 books and monographs and more than 150 technical papers in Economics (Mathematical Economics, Applied Welfare Economics, Optimal Growth), Corporate Governance, Mathematical Finance, Financial Econometrics and E-Commerce.

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