A First Course in Optimization Theory, Sundaram, Rangarajan K.
Автор: Ljungqvist, Lars, Sargent, Thomas J Название: Recursive Macroeconomic Theory, 3 ed. ISBN: 0262018748 ISBN-13(EAN): 9780262018746 Издательство: MIT Press Рейтинг: Цена: 9934 р. Наличие на складе: Есть (1 шт.) Описание:
A substantially revised new edition of a widely used text, offering both an introduction to recursive methods and advanced material.
Recursive methods offer a powerful approach for characterizing and solving complicated problems in dynamic macroeconomics. Recursive Macroeconomic Theory provides both an introduction to recursive methods and advanced material, mixing tools and sample applications. Only experience in solving practical problems fully conveys the power of the recursive approach, and the book provides many applications. This third edition offers substantial new material, with three entirely new chapters and significant revisions to others. The new content reflects recent developments in the field, further illustrating the power and pervasiveness of recursive methods.
New chapters cover asset pricing empirics with possible resolutions to puzzles; analysis of credible government policy that entails state variables other than reputation; and foundations of aggregate labor supply with time averaging replacing employment lotteries. Other new material includes a multi-country analysis of taxation in a growth model, elaborations of the fiscal theory of the price level, and age externalities in a matching model.
The book is suitable for both first- and second-year graduate courses in macroeconomics and monetary economics. Most chapters conclude with exercises. Many exercises and examples use Matlab programs, which are cited in a special index at the end of the book.
Описание: Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use as is often done in practice a notoriously "wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools, that will stimulate further studies and results.
Автор: Zelikin Название: Control Theory and Optimization I ISBN: 3540667415 ISBN-13(EAN): 9783540667414 Издательство: Springer Рейтинг: Цена: 20789 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Focuses on geometric methods in the theory of differential equations with quadratic right-hand sides (Riccati-type equations). This book considers connections of the calculus of variations and the Riccati equation with the geometry of Lagrange-Grassmann manifolds and classical Cartan-Siegel homogeneity domains in a space of complex variables.
Автор: Forst Название: Optimization—Theory and Practice ISBN: 0387789766 ISBN-13(EAN): 9780387789767 Издательство: Springer Рейтинг: Цена: 9651 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book offers a balanced presentation of Optimization, focusing on theory and including algorithms and real-world examples. Detailed examples and counter-examples are provided - with exercises, solutions and helpful hints, and Matlab/Maple supplements.
Автор: Osborne Название: An Introduction to Game Theory ISBN: 0195322487 ISBN-13(EAN): 9780195322484 Издательство: Oxford Academ Рейтинг: Цена: 9941 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Game-theoretic reasoning pervades economic theory and is used widely in other social and behavioural sciences. An Introduction to Game Theory International Edition, by Martin J. Osborne, presents the main principles of game theory and shows how they can be used to understand economics, social, political, and biological phenomena. The book introduces in an accessible manner the main ideas behind the theory rather than their mathematical expression. All concepts are defined precisely, and logical reasoning is used throughout. The book requires an understanding of basic mathematics but assumes no specific knowledge of economics, political science, or other social or behavioural sciences. Coverage includes the fundamental concepts of strategic games, extensive games with perfect information, and coalitional games; the more advanced subjects of Bayesian games and extensive games with imperfect information; and the topics of repeated games, bargaining theory, evolutionary equilibrium, rationalizability, and maxminimization. The book offers a wide variety of illustrations from the social and behavioural sciences. Each topic features examples that highlight theoretical points and illustrations that demonstrate how the theory may be used.
Автор: Jon Lee Название: A First Course in Combinatorial Optimization ISBN: 0521010128 ISBN-13(EAN): 9780521010122 Издательство: Cambridge Academ Рейтинг: Цена: 6868 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A First Course in Combinatorial Optimization is a text for a one-semester introductory graduate-level course for students of operations research, mathematics, and computer science. It is a self-contained treatment of the subject, requiring only some mathematical maturity. Topics include: linear and integer programming, polytopes, matroids and matroid optimization, shortest paths, and network flows. Central to the exposition is the polyhedral viewpoint, which is the key principle underlying the successful integer-programming approach to combinatorial-optimization problems. Another key unifying topic is matroids. The author does not dwell on data structures and implementation details, preferring to focus on the key mathematical ideas that lead to useful models and algorithms. Problems and exercises are included throughout as well as references for further study.
Описание: In the field of nondifferentiable nonconvex optimization, one of the most intensely investigated areas is that of optimization problems involving multivalued mappings in constraints or as the objective function. This book focuses on the tremendous development in the field that has taken place since the publication of the most recent volumes on the subject. The new topics studied include the formulation of optimality conditions using different kinds of generalized derivatives for set-valued mappings (such as, for example, the coderivative of Mordukhovich), the opening of new applications (e.g., the calibration of water supply systems), or the elaboration of new solution algorithms (e.g., smoothing methods). The book is divided into three parts. The focus in the first part is on bilevel programming. The chapters in the second part contain investigations of mathematical programs with equilibrium constraints. The third part is on multivalued set-valued optimization. The chapters were written by outstanding experts in the areas of bilevel programming, mathematical programs with equilibrium (or complementarity) constraints (MPEC), and set-valued optimization problems.
Описание: Presents basic optimization principles and gradient-based algorithms to a general audience. This work pays attention to the difficulties - such as noise, discontinuities, expense of function evaluations, and the existence of multiple minima - that often unnecessarily inhibit the use of gradient-based methods.
Описание: This is the first elementary exposition of the main ideas of complexity theory for convex optimization. Up to now, most of the material can be found only in special journals and research monographs. The book covers optimal methods and lower complexity bounds for smooth and non-smooth convex optimization. A separate chapter is devoted to polynomial-time interior-point methods. Audience: The book is suitable for industrial engineers and economists.
Автор: Ding-Zhu Du, Pardalos P.M., Weili Wu Название: Mathematical Theory of Optimization ISBN: 1402000154 ISBN-13(EAN): 9781402000157 Издательство: Springer Рейтинг: Цена: 27465 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides an introduction to the mathematical theory of optimization. It emphasizes the convergence theory of nonlinear optimization algorithms and applications of nonlinear optimization to combinatorial optimization. It includes recent developments in global convergence, the Powell conjecture, semidefinite programming, and relaxation techniques for designs of approximation solutions of combinatorial optimization problems. Audience: The book can be a textbook or useful reference for undergraduate and graduate students in applied mathematics, operations research, and computer science.
Автор: Neittaanmaki Pekka, Sprekels JГјrgen, Tiba Dan Название: Optimization of Elliptic Systems / Theory and Applications ISBN: 0387272356 ISBN-13(EAN): 9780387272351 Издательство: Springer Рейтинг: Цена: 28214 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This monograph provides a comprehensive and accessible introduction to the optimization of elliptic systems. This area of mathematical research, which has many important application in science and technology, has experienced an impressive development during the last two decades. This monograph aims to address some of the pressing unsolved questions in the field. The exposition concentrates along two main directions: the optimal control of linear and nonlinear elliptic equations, and problems involving unknown and/or variable domains. Throughout this monograph, the authors elucidate connections between seemingly different types of problems. One basic feature is to relax the needed regularity assumptions as much as possible in order to include larger classes of possible applications. The book is organized into six chapters that give a gradual and accessible presentation of the material, and a special effort is made to present numerous examples.This monograph is addressed to a large readership, primarily to graduate students and researchers working in this field of mathematics. Much of this material will prove useful also for scientists from other fields where the optimization of elliptic systems occurs, such as physics, mechanics, and engineering.
Автор: Liberti Leo, Maculan Nelson Название: Global Optimization / From Theory to Implementation ISBN: 0387282602 ISBN-13(EAN): 9780387282602 Издательство: Springer Рейтинг: Цена: 24501 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Most books about global optimization describe the theory of the algorithms, whereas a given implementation’s quality never depends exclusively on the theoretical soundness of the algorithms that are implemented. The literature rarely discusses the tuning of algorithmic parameters, implementation tricks, software architectures, and the embedding of local solvers within global solvers. And yet, there are many good software implementations "out there” from which the entire community could learn something.The scope of this book is moving a few steps toward the systematization of the path that goes from the invention to the implementation and testing of a global optimization algorithm. Some of the contributors to the book are famous and some are less well-known, but all are experts in the discipline of actually getting global optimization to work. Thus, the papers in this book address the following topics:- Descriptions of new implementations of general-purpose or problem-specific global optimization algorithms- New algorithms in global optimization (some with numerical results and a discussion of the implementation)- Surveys discussing existing software packages.
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