Mathematical Optimization and Economic Theory

Mathematical Optimization and Economic Theory

Author: Michael D. Intriligator

Publisher: SIAM

Published: 2002-01-01

Total Pages: 515

ISBN-13: 0898715113

DOWNLOAD EBOOK

A classic account of mathematical programming and control techniques and their applications to static and dynamic problems in economics.


Mathematical Optimization and Economic Analysis

Mathematical Optimization and Economic Analysis

Author: Mikulás Luptácik

Publisher: Springer Science & Business Media

Published: 2009-10-03

Total Pages: 299

ISBN-13: 0387895523

DOWNLOAD EBOOK

"Mathematical Optimization and Economic Analysis" is a self-contained introduction to various optimization techniques used in economic modeling and analysis such as geometric, linear, and convex programming and data envelopment analysis. Through a systematic approach, this book demonstrates the usefulness of these mathematical tools in quantitative and qualitative economic analysis. The book presents specific examples to demonstrate each technique’s advantages and applicability as well as numerous applications of these techniques to industrial economics, regulatory economics, trade policy, economic sustainability, production planning, and environmental policy. Key Features include: - A detailed presentation of both single-objective and multiobjective optimization; - An in-depth exposition of various applied optimization problems; - Implementation of optimization tools to improve the accuracy of various economic models; - Extensive resources suggested for further reading. This book is intended for graduate and postgraduate students studying quantitative economics, as well as economics researchers and applied mathematicians. Requirements include a basic knowledge of calculus and linear algebra, and a familiarity with economic modeling.


Optimization in Economic Theory

Optimization in Economic Theory

Author: Avinash K. Dixit

Publisher: Oxford University Press, USA

Published: 1990

Total Pages: 204

ISBN-13: 9780198772101

DOWNLOAD EBOOK

Building on a base of simple economic theory and elementary linear algebra and calculus, this broad treatment of static and dynamic optimization methods discusses the importance of shadow prices, and reviews functions defined by solutions of optimization problems. Recently revised and expanded, the second edition will be a valuable resource for upper level undergraduate and graduate students.


Mathematical Methods of Game and Economic Theory

Mathematical Methods of Game and Economic Theory

Author: Jean-Pierre Aubin

Publisher: Courier Corporation

Published: 2007-01-01

Total Pages: 658

ISBN-13: 048646265X

DOWNLOAD EBOOK

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.


Mathematics for Stability and Optimization of Economic Systems

Mathematics for Stability and Optimization of Economic Systems

Author: Yasuo Murata

Publisher: Academic Press

Published: 2014-05-10

Total Pages: 439

ISBN-13: 1483271293

DOWNLOAD EBOOK

Economic Theory and Mathematical Economics: Mathematics for Stability and Optimization of Economic Systems provides information pertinent to the stability aspects and optimization methods relevant to various economic systems. This book presents relevant mathematical theorems sufficient to develop important economic systems, including Leontief input–output systems, Keynesian dynamic models, the Ramsey optimal accumulation systems, and von Neumann expanding economic systems. Organized into two parts encompassing nine chapters, this book begins with an overview of useful theorems on matrices, eigenvalue problems, and matrices with dominant diagonals and P-matrices. This text then explores the linear transformations on vector spaces. Other chapters consider the Hawkins–Simon theorem concerning non-negative linear systems. This book discusses as well the dual linear relations and optimization methods applicable to inequality economic systems. The final chapter deals with powerful optimal control method for dynamical systems. This book is a valuable resource for mathematicians, economists, research workers, and graduate students.


Mathematical Analysis and Optimization for Economists

Mathematical Analysis and Optimization for Economists

Author: Michael J. Panik

Publisher: CRC Press

Published: 2021-09-30

Total Pages: 343

ISBN-13: 1000408841

DOWNLOAD EBOOK

In Mathematical Analysis and Optimization for Economists, the author aims to introduce students of economics to the power and versatility of traditional as well as contemporary methodologies in mathematics and optimization theory; and, illustrates how these techniques can be applied in solving microeconomic problems. This book combines the areas of intermediate to advanced mathematics, optimization, and microeconomic decision making, and is suitable for advanced undergraduates and first-year graduate students. This text is highly readable, with all concepts fully defined, and contains numerous detailed example problems in both mathematics and microeconomic applications. Each section contains some standard, as well as more thoughtful and challenging, exercises. Solutions can be downloaded from the CRC Press website. All solutions are detailed and complete. Features Contains a whole spectrum of modern applicable mathematical techniques, many of which are not found in other books of this type. Comprehensive and contains numerous and detailed example problems in both mathematics and economic analysis. Suitable for economists and economics students with only a minimal mathematical background. Classroom-tested over the years when the author was actively teaching at the University of Hartford. Serves as a beginner text in optimization for applied mathematics students. Accompanied by several electronic chapters on linear algebra and matrix theory, nonsmooth optimization, economic efficiency, and distance functions available for free on www.routledge.com/9780367759018.


Optimisation in Economic Analysis

Optimisation in Economic Analysis

Author: Gordon Mills

Publisher: Routledge

Published: 2014-04-04

Total Pages: 208

ISBN-13: 1317833635

DOWNLOAD EBOOK

One of the fundamental economic problems is one of making the best use of limited resources. As a result, mathematical optimisation methods play a crucial role in economic theory. Covering the use of such methods in applied and policy contexts, this book deals not only with the main techniques (linear programming, nonlinear optimisation and dynamic programming), but also emphasizes the art of model-building and discusses fields such as optimisation over time.


Mathematical Methods and Economic Theory

Mathematical Methods and Economic Theory

Author: Anjan Mukherji

Publisher: OUP India

Published: 2011-02-03

Total Pages: 0

ISBN-13: 9780198069973

DOWNLOAD EBOOK

This textbook for postgraduate students learning mathematical methods in economics provides a comprehensive account of mathematics required to analyse and solve problems of choice encountered by economists. It looks at a wide variety of decision-making problems, both static and dynamic, in various contexts and provides mathematical foundations for the relevant economic theory.