Optimization In Economics And Finance : Some Advances In Non-linear, Dynamics, Multi-criteria And Stochastic Models

Craven, B. D.; Islam, Sardar M. N.

ISBN 10: 0387242791 / ISBN 13: 9780387242798

Edité par Springer, 2005

N° de réf. du vendeur 3495077-n

Synopsis :

Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not previously been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book. Results are presented concerning when an optimal control model has a unique optimum, what happens when the usual convexity assumptions are weakened or absent, and stability to small disturbances of the model or its parameters. The book introduces a new computational package called SCOM, for solving optimal control problems on MATLAB.

À propos de l'auteur:

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.

Détails bibliographiques

Titre : Optimization In Economics And Finance : Some...
Éditeur : Springer
Date d'édition : 2005
Reliure : Couverture rigide
Etat : New