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Separable Optimization: Theory and Methods, Second Edition

Posted By: AvaxGenius
Separable Optimization: Theory and Methods, Second Edition

Separable Optimization: Theory and Methods, Second Edition by Stefan M. Stefanov
English | PDF | 2022 | 360 Pages | ISBN : 3030784002 | 32.5 MB

In this book, the theory, methods and applications of separable optimization are considered. Some general results are presented, techniques of approximating the separable problem by linear programming problem, and dynamic programming are also studied. Convex separable programs subject to inequality/ equality constraint(s) and bounds on variables are also studied and convergent iterative algorithms of polynomial complexity are proposed.

Turnpike Theory for the Robinson–Solow–Srinivasan Model

Posted By: AvaxGenius
Turnpike Theory for the Robinson–Solow–Srinivasan Model

Turnpike Theory for the Robinson–Solow–Srinivasan Model by Alexander J. Zaslavski
English | PDF,EPUB | 2020 | 448 Pages | ISBN : 3030603067 | 34.9 MB

This book is devoted to the study of a class of optimal control problems arising in mathematical economics, related to the Robinson–Solow–Srinivasan (RSS) model. It will be useful for researches interested in the turnpike theory, infinite horizon optimal control and their applications, and mathematical economists.

Market-Consistent Prices: An Introduction to Arbitrage Theory

Posted By: AvaxGenius
Market-Consistent Prices: An Introduction to Arbitrage Theory

Market-Consistent Prices: An Introduction to Arbitrage Theory by Pablo Koch-Medina
English | PDF,EPUB | 2020 | 448 Pages | ISBN : 303039722x | 26 MB

Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded.