Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models by Craven, Bruce D.

Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models (Paperback) (ISBN-13: 9781441937148)

Vendor: Bruce D. Craven
Product type: Books
Format: Paperback
$109.99
$109.99
$109.99
Subtotal: $109.99
Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models by Craven, Bruce D.

Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models

$109.99
Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models by Craven, Bruce D.

Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models

$109.99
Format: Paperback
Description
Description
x

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.



Author: Bruce D. Craven,Sardar M. N. Islam
ISBN-10: 1441937145
ISBN-13: 9781441937148
Publisher: Springer
Language: English
Published: 01/05/2011
Pages: 161
Format: Paperback
Weight: 0.56lbs
Size: 9.21h x 6.14w x 0.38d
By Bruce D. Craven
By Bruce D. Craven
x

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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