Mathematical Economics of Multi-Level Optimisation, Sardar M.N. Islam
Автор: Tobias Schwedes; David A. Ham; Simon W. Funke; Mat Название: Mesh Dependence in PDE-Constrained Optimisation ISBN: 3319594826 ISBN-13(EAN): 9783319594828 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book provides an introduction to PDE-constrained optimisation using finite elements and the adjoint approach. The practical impact of the mathematical insights presented here are demonstrated using the realistic scenario of the optimal placement of marine power turbines, thereby illustrating the real-world relevance of best-practice Hilbert space aware approaches to PDE-constrained optimisation problems.
Many optimisation problems that arise in a real-world context are constrained by partial differential equations (PDEs). That is, the system whose configuration is to be optimised follows physical laws given by PDEs. This book describes general Hilbert space formulations of optimisation algorithms, thereby facilitating optimisations whose controls are functions of space. It demonstrates the importance of methods that respect the Hilbert space structure of the problem by analysing the mathematical drawbacks of failing to do so. The approaches considered are illustrated using the optimisation problem arising in tidal array layouts mentioned above.
This book will be useful to readers from engineering, computer science, mathematics and physics backgrounds interested in PDE-constrained optimisation and their real-world applications.
Автор: Kontoghiorghes Erricos J., Gatu Cristian Название: Optimisation, Econometric and Financial Analysis ISBN: 3540366253 ISBN-13(EAN): 9783540366256 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Advanced computational methods are often employed for the solution of modelling and decision-making problems. This book addresses issues associated with the interface of computing, optimisation, econometrics and financial modelling. Emphasis is given to computational optimisation methods and techniques. The first part of the book addresses optimisation problems and decision modelling, with special attention to applications of supply chain and worst-case modelling as well as advances in the methodological aspects of optimisation techniques. The second part of the book is devoted to optimisation heuristics, filtering, signal extraction and various time series models. The chapters in this part cover the application of threshold accepting in econometrics, the structure of threshold autoregressive moving average models, wavelet analysis and signal extraction techniques in time series. The third and final part of the book is about the use of optimisation in portfolio selection and real option modelling.
Описание: This text provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations and martingale duality methods.
Автор: Kusuoka Название: Advances in Mathematical Economics Volume 20 ISBN: 9811004757 ISBN-13(EAN): 9789811004759 Издательство: Springer Рейтинг: Цена: 10760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Автор: Raymond Chiong Название: Nature-Inspired Algorithms for Optimisation ISBN: 3642101305 ISBN-13(EAN): 9783642101304 Издательство: Springer Рейтинг: Цена: 36570.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Nature-inspired algorithms have become popular because many real-world optimization problems have become increasingly large, complex and dynamic. This book covers the latest algorithms and important studies for tackling various kinds of optimization problems.
The ideal review for your intro to mathematical economics course
More than 40 million students have trusted Schaum's Outlines for their expert knowledge and helpful solved problems. Written by renowned experts in their respective fields, Schaum's Outlines cover everything from math to science, nursing to language. The main feature for all these books is the solved problems. Step-by-step, authors walk readers through coming up with solutions to exercises in their topic of choice. Outline format supplies a concise guide to the standard college courses in mathematical economics 710 solved problems Clear, concise explanations of all mathematical economics concepts Supplements the major bestselling textbooks in economics courses Appropriate for the following courses: Introduction to Economics, Economics, Econometrics, Microeconomics, Macroeconomics, Economics Theories, Mathematical Economics, Math for Economists, Math for Social Sciences Easily understood review of mathematical economics Supports all the major textbooks for mathematical economics courses
Автор: Hritonenko, Natali Yatsenko, Yuri Название: Mathematical modeling in economics, ecology and the environment ISBN: 1461493102 ISBN-13(EAN): 9781461493105 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Mathematical Modeling in Economics, Ecology and the Environment
Автор: Pinto Название: Trends in Mathematical Economics ISBN: 3319325418 ISBN-13(EAN): 9783319325415 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book gathers carefully selected works in Mathematical Economics, on myriad topics including General Equilibrium, Game Theory, Economic Growth, Welfare, Social Choice Theory, Finance. It sheds light on the ongoing discussions that have brought together leading researchers from Latin America and Southern Europe at recent conferences in venues like Porto, Portugal; Athens, Greece; and Guanajuato, Mexico. With this volume, the editors not only contribute to the advancement of research in these areas, but also inspire other scholars around the globe to collaborate and research these vibrant, emerging topics.
Описание: Professor Morgenstern`s deep interests in economic time series and problems of measurement are represented by path-breaking articles devoted to the application of modern statistical analysis to temporal economic data. Originally published in 1967. The Princeton Legacy Library uses the latest print-on-demand technology to again make available prev
Описание: If any single characteristic differentiates current, neoclassical economics from the classical economics of Adam Smith and David Ricardo, it is the use of mathematics. Pointing to the critical role of William Stanley Jevons (1835-1882), Margaret Schabas demonstrates that the advent of mathematical economics in late Victorian England resulted more f
Автор: Shigeo Kusuoka; Toru Maruyama Название: Advances in Mathematical Economics Volume 14 ISBN: 4431540830 ISBN-13(EAN): 9784431540830 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research.
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