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  • 1
    UID:
    almahu_BV025884181
    Format: XXII, 294 S.
    ISBN: 0-7923-2279-7
    Series Statement: Theory and decision library B, 24
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Konvexe Analysis
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  • 2
    UID:
    almahu_9947363113002882
    Format: XII, 498 p. , online resource.
    ISBN: 9781461334347
    Series Statement: Applied Optimization, 2
    Content: Linear Programming provides an in-depth look at simplex based as well as the more recent interior point techniques for solving linear programming problems. Starting with a review of the mathematical underpinnings of these approaches, the text provides details of the primal and dual simplex methods with the primal-dual, composite, and steepest edge simplex algorithms. This then is followed by a discussion of interior point techniques, including projective and affine potential reduction, primal and dual affine scaling, and path following algorithms. Also covered is the theory and solution of the linear complementarity problem using both the complementary pivot algorithm and interior point routines. A feature of the book is its early and extensive development and use of duality theory. Audience: The book is written for students in the areas of mathematics, economics, engineering and management science, and professionals who need a sound foundation in the important and dynamic discipline of linear programming.
    Note: 1. Introduction and Overview -- 2. Preliminary Mathematics -- 2.1 Vectors in Rn -- 2.2 Rank and Linear Transformations -- 2.3 The Solution Set of a System of Simultaneous Linear Equations -- 2.4 Orthogonal Projections and Least Squares Solutions -- 2.5 Point-Set Theory: Topological Properties of Rn -- 2.6 Hyperplanes and Half-Planes (-Spaces) -- 2.7 Convex Sets -- 2.8 Existence of Separating and Supporting Hyperplanes -- 2.9 Convex Cones -- 2.10 Basic Solutions to Linear Equalities -- 2.11 Faces of Polyhedral Convex Sets: Extreme Points, Facets, and Edges -- 2.12 Extreme Point Representation for Polyhedral Convex Sets -- 2.13 Directions for Polyhedral Convex Sets -- 2.14 Combined Extreme Point and Extreme Direction Representation for Polyhedral Convex Sets -- 2.15 Resolution of Convex Polyhedra. -- 2.16 Simplexes -- 2.18 Linear Functionals -- 3. Introduction to Linear Programming -- 3.1 The Canonical Form of a Linear Programming Problem -- 3.2 A Graphical Solution to the Linear Programming Problem -- 3.3 The Standard Form of a Linear Programming Problem -- 3.4 Properties of the Feasible Region -- 3.5 Existence and Location of Finite Optimal Solutions -- 3.6 Basic Feasible and Extreme Point Solutions to the Linear Programming Problem -- 3.7 Solutions and Requirements Spaces -- 4. Duality Theory -- 4.1 The Symmetric Dual -- 4.2 Unsymmetric Duals -- 4.3 Duality Theorems -- 5. The Theory of Linear Programming -- 5.1 Finding Primal Basic Feasible Solutions -- 5.2 The Reduced Primal Problem -- 5.3 The Primal Optimality Criterion -- 5.4 Constructing the Dual Solution -- 5.5 The Primal Simplex Method -- 5.6 Degenerate Basic Feasible Solutions -- 5.7 Unbounded Solutions Reexamined -- 5.8 Multiple Optimal Solutions -- 6. Duality Theory Revisited -- 6.1 The Geometry of Duality and Optimality -- 6.2 Lagrangian Saddle Points and Primal Optimality -- 7. Computational Aspects of Linear Programming -- 7.1 The Primal Simplex Method Reexamined -- 7.2 Improving a Basic Feasible Solution -- 7.3 The Cases of Multiple Optimal, Unbounded, and Degenerate Solutions -- 7.4 Summary of the Primal Simplex Method -- 7.5 Obtaining the Optimal Dual Solution From the Optimal Primal Matrix -- 8. One-Phase, Two-Phase, and Composite Methods of Linear Programming -- 8.1 Artificial Variables -- 8.2 The One-Phase Method -- 8.3 Inconsistency and Redundancy -- 8.4 Unbounded Solutions to the Artificial Problem -- 8.5 The Two-Phase Method -- 8.6 Obtaining the Optimal Primal Solution from the Optimal Dual Matrix -- 8.7 The Composite Simplex Method -- 9. Computational Aspects of Linear Programming: Selected Transformations -- 9.1 Minimizing the Objective Function -- 9.2 Unrestricted Variables -- 9.3 Bounded Variables -- 9.4 Interval Linear Programming -- 9.5 Absolute Value Functionals -- 10. The Dual Simplex, Primal-Dual, and Complementary Pivot Methods -- 10.1 Dual Simplex Method -- 10.2 Computational Aspects of the Dual Simplex Method -- 10.3 Dual Degeneracy -- 10.4 Summary of the Dual Simplex Method -- 10.5 Generating an Initial Primal-Optimal Basic Solution: The Artificial Constraint Method -- 10.6 Primal-Dual Method -- 10.7 Summary of the Primal-Dual Method -- 10.8 A Robust Primal-Dual Algorithm -- 10.9 The Complementary Pivot Method -- 11. Postoptimality Analysis I -- 11.1 Sensitivity Analysis -- 11.2 Structural Changes -- 12. Postoptimality Analysis II -- 12.1 Parametric Analysis -- 12.2 The Primal-Dual Method Revisited -- 13. Interior Point Methods -- 13.1 Optimization Over a Sphere -- 13.2 An Overview of Karmarkar’s Algorithm -- 13.3 The Projective Transformation T(X) -- 13.4 The Transformed Problem -- 13.5 Potential Function Improvement and Computational Complexity -- 13.6 A Summary of Karmarkar’s Algorithm -- 13.7 Transforming a General Linear Program to Karmarkar Standard Form -- 13.8 Extensions and Modifications of Karmarkar’s Algorithm -- 13.9 Methods Related to Karmarkar’s Routine: Affine Scaling Scaling Algorithms -- 13.10 Methods Related to Karmarkar’s Routine: A Path-Following Following Algorithm -- 13.11 Methods Related to Karmarkar’s Routine: Potential Reduction Algorithms -- 13.12 Methods Related to Karmarkar’s Routine: A Homogeneous and Self-Dual Interior-Point, Method -- 14. Interior Point Algorithms for Solving Linear Complementarity Problems -- 14.1 Introduction -- 14.2 An Interior-Point, Path-Following Algorithm for LCP(q,M) -- 14.3 An Interior-Point, Potential-Reduction Algorithm for LCP(q,M) -- 14.4 A Predictor-Corrector Algorithm for Solving LCP(q,M) -- 14.5 Large-Step Interior-Point Algorithms for Solving LCP(q,M) -- 14.6 Related Methods for Solving LCP(q, M) -- Appendix A: Updating the Basis Inverse -- Appendix B: Steepest Edge Simplex Methods -- Appendix C: Derivation of the Projection Matrix -- References -- Notation Index.
    In: Springer eBooks
    Additional Edition: Printed edition: ISBN 9781461334361
    Language: English
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  • 3
    Book
    Book
    Dordrecht [u.a.] :Kluwer,
    UID:
    almahu_BV010960671
    Format: X, 496 S. : graph. Darst.
    ISBN: 0-7923-3782-4
    Series Statement: Applied optimization 2
    Language: English
    Subjects: Mathematics
    RVK:
    Keywords: Lineare Optimierung
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  • 4
    Book
    Book
    Amsterdam [u.a.] : Elsevier/Academic Press
    UID:
    gbv_51748207X
    Format: XVII, 802 Seiten , Illustrationen , 24 cm
    ISBN: 0120884941 , 9780120884940
    Note: Includes bibliographical references (p. 785-878) and index
    Language: English
    Keywords: Wahrscheinlichkeitsrechnung ; Statistische Schlussweise ; Lehrbuch
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  • 5
    Online Resource
    Online Resource
    Hoboken, New Jersey :John Wiley & Sons, Inc.,
    UID:
    almahu_9948198039702882
    Format: 1 online resource
    ISBN: 9781118763940 , 1118763947 , 9781118763902 , 1118763904 , 9781118763971 , 1118763971 , 1118764048 , 9781118764046
    Content: Features recent trends and advances in the theory and techniques used to accurately measure and model growthGrowth Curve Modeling: Theory and Applications features an accessible introduction to growth curve modeling and addresses how to monitor the change in variables over time since there is no "one size fits all" approach to growth measurement. A review of the requisite mathematics for growth modeling and the statistical techniques needed for estimating growth models are provided, and an overview of popular growth curves, such as linear, logarithmic, reciprocal, logistic, Gompertz, Weibull, negative exponential, and log-logistic, among others, is included. In addition, the book discusses key application areas including economic, plant, population, forest, and firm growth and is suitable as a resource for assessing recent growth modeling trends in the medical field. SAS® is utilized throughout to analyze and model growth curves, aiding readers in estimating specialized growth rates and curves.
    Content: Includes derivations of virtually all of the major growth curves and models, Growth Curve Modeling: Theory and Applications also features:" Statistical distribution analysis as it pertains to growth modeling" Trend estimations" Dynamic site equations obtained from growth models" Nonlinear regression" Yield-density curves" Nonlinear mixed effects models for repeated measurements dataGrowth Curve Modeling: Theory and Applications is an excellent resource for statisticians, public health analysts, biologists, botanists, economists, and demographers who require a modern review of statistical methods for modeling growth curves and analyzing longitudinal data. The book is also useful for upper-undergraduate and graduate courses on growth modeling.
    Note: Title page; copyright; dedication; preface; 1 mathematical preliminaries; 1.1 arithmetic progression; 1.2 geometric progression; 1.3 the binomial formula; 1.4 the calculus of finite differences; 1.5 the number e; 1.6 the natural logarithm; 1.7 the exponential function; 1.8 exponential and logarithmic functions: another look; 1.9 change of base of a logarithm; 1.10 the arithmetic (natural) scale versus the logarithmic scale; 1.11 compound interest arithmetic; 2 fundamentals of growth; 2.1 time series data; 2.2 relative and average rates of change; 2.3 annual rates of change. , 2.4 discrete versus continuous growth2.5 the growth of a variable expressed in terms of the growth of its individual arguments; 2.6 growth rate variability; 2.7 growth in a mixture of variables; 3 parametric growth curve modeling; 3.1 introduction; 3.2 the linear growth model; 3.3 the logarithmic reciprocal model; 3.4 the logistic model; 3.5 the gompertz model; 3.6 the weibull model; 3.7 the negative exponential model; 3.8 the von bertalanffy model; 3.9 the log-logistic model; 3.10 the brody growth model; 3.11 the janoschek growth model; 3.12 the lundqvist-korf growth model. , 3.13 the hossfeld growth model3.14 the stannard growth model; 3.15 the schnute growth model; 3.16 the morgan-mercer-flodin (m-m-f) growth model; 3.17 the mcdill-amateis growth model; 3.18 an assortment of additional growth models; appendix 3.a the logistic model derived; appendix 3.b the gompertz model derived; appendix 3.c the negative exponential model derived; appendix 3.d the von bertalanffy and richards models derived; appendix 3.e the schnute model derived; appendix 3.f the mcdill-amateis model derived; appendix 3.g the sloboda model derived. , Appendix 3.h a generalized michaelis-menten growth equation4 estimation of trend; 4.1 linear trend equation; 4.2 ordinary least squares (ols) estimation; 4.3 maximum likelihood (ml) estimation; 4.4 the sas system; 4.5 changing the unit of time; 4.6 autocorrelated errors; 4.7 polynomial models in t; 4.8 issues involving trended data; appendix 4.a ols estimated and related growth rates; 5 dynamic site equations obtained from growth models; 5.1 introduction; 5.2 base-age-specific (bas) models; 5.3 algebraic difference approach (ada) models. , 5.4 generalized algebraic difference approach (gada) models5.5 a site equation generating function; 5.6 the grounded gada (g-gada) model; appendix 5.a glossary of selected forestry terms; 6 nonlinear regression; 6.1 intrinsic linearity/nonlinearity; 6.2 estimation of intrinsically nonlinear regression models; appendix 6.a gauss-newton iteration scheme: the single parameter case; appendix 6.b gauss-newton iteration scheme: the r parameter case; appendix 6.c the newton-raphson and scoring methods; appendix 6.d the levenberg-marquardt modification/compromise.
    Additional Edition: Print version: Panik, Michael J. Growth curve modeling. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] ISBN 9781118764046
    Language: English
    Keywords: Electronic books. ; Electronic books. ; Electronic books. ; Electronic books.
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  • 6
    Online Resource
    Online Resource
    Hoboken, NJ :John Wiley & Sons, Inc.,
    UID:
    almahu_9948198569302882
    Format: 1 online resource
    Edition: 1st edition.
    ISBN: 9781119377412 , 1119377412 , 9781119377405 , 1119377404 , 9781119377399 , 1119377390
    Content: A beginner's guide to stochastic growth modeling The chief advantage of stochastic growth models over deterministic models is that they combine both deterministic and stochastic elements of dynamic behaviors, such as weather, natural disasters, market fluctuations, and epidemics. This makes stochastic modeling a powerful tool in the hands of practitioners in fields for which population growth is a critical determinant of outcomes. However, the background requirements for studying SDEs can be daunting for those who lack the rigorous course of study received by math majors. Designed to be accessible to readers who have had only a few courses in calculus and statistics, this book offers a comprehensive review of the mathematical essentials needed to understand and apply stochastic growth models. In addition, the book describes deterministic and stochastic applications of population growth models including logistic, generalized logistic, Gompertz, negative exponential, and linear. Ideal for students and professionals in an array of fields including economics, population studies, environmental sciences, epidemiology, engineering, finance, and the biological sciences, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling: - Provides precise definitions of many important terms and concepts and provides many solved example problems - Highlights the interpretation of results and does not rely on a theorem-proof approach - Features comprehensive chapters addressing any background deficiencies readers may have and offers a comprehensive review for those who need a mathematics refresher - Emphasizes solution techniques for SDEs and their practical application to the development of stochastic population models An indispensable resource for students and practitioners with limited exposure to mathematics and statistics, Stochastic Differential Equations: An Introduction with Applications in Population Dynamics Modeling is an excellent fit for advanced undergraduates and beginning graduate students, as well as practitioners who need a gentle introduction to SDEs. Michael J. Panik, PhD, is Professor in the Department of Economics, Barney School of Business and Public Administration at the University of Hartford in Connecticut. He received his PhD in Economics from Boston College and is a member of the American Mathematical Society, The American Statistical Association, and The Econometric Society.
    Note: Mathematical Foundations 1 -- Mathematical Foundations 2 -- Mathematical Foundations 3 -- Mathematical Foundations 4 -- Stochastic Differential Equations -- Stochastic Population Growth Models -- Approximation and Estimation of Solutions to Stochastic Differential Equations -- Estimation of Parameters of Stochastic Differential Equations -- Appendix A: A Review of Some Fundamental Calculus Concepts -- Appendix B: The Lebesgue Integral -- Appendix C: Lebesgue-Stieltjes Integral -- Appendix D: A Brief Review of Ordinary Differential Equations.
    Additional Edition: Print version: Panik, Michael J. Stochastic differential equations. Hoboken, NJ : John Wiley & Sons, Inc., [2017] ISBN 9781119377382
    Language: English
    Keywords: Electronic books. ; Electronic books. ; Electronic books.
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  • 7
    Online Resource
    Online Resource
    Hoboken, N.J. :Wiley,
    UID:
    almahu_9948197727302882
    Format: 1 online resource (xviii, 378 pages) : , illustrations
    ISBN: 9781118309780 , 1118309782 , 9781118309773 , 1118309774 , 9781118309803 , 1118309804 , 9781280699337 , 1280699337
    Content: A concise, easily accessible introduction to descriptive and inferential techniquesStatistical Inference: A Short Course offers a concise presentation of the essentials of basic statistics for readers seeking to acquire a working knowledge of statistical concepts, measures, and procedures. The author conducts tests on the assumption of randomness and normality, provides nonparametric methods when parametric approaches might not work. The book also explores how to determine a confidence interval for a population median while also providing coverage of ratio estimation, randomness, and causality.
    Note: Statistical Inference: A SHORT COURSE; Contents; Preface; 1 The Nature of Statistics; 1.1 Statistics Defined; 1.2 The Population and the Sample; 1.3 Selecting a Sample from a Population; 1.4 Measurement Scales; 1.5 Let us Add; Exercises; 2 Analyzing Quantitative Data; 2.1 Imposing Order; 2.2 Tabular and Graphical Techniques: Ungrouped Data; 2.3 Tabular and Graphical Techniques: Grouped Data; Exercises; Appendix 2.A Histograms with Classes of Different Lengths; 3 Descriptive Characteristics of Quantitative Data; 3.1 The Search for Summary Characteristics; 3.2 The Arithmetic Mean. , 3.3 The Median3.4 The Mode; 3.5 The Range; 3.6 The Standard Deviation; 3.7 Relative Variation; 3.8 Skewness; 3.9 Quantiles; 3.10 Kurtosis; 3.11 Detection of Outliers; 3.12 So What Do We Do with All This Stuff?; Exercises; Appendix 3.A Descriptive Characteristics of Grouped Data; 3.A.1 The Arithmetic Mean; 3.A.2 The Median; 3.A.3 The Mode; 3.A.4 The Standard Deviation; 3.A.5 Quantiles (Quartiles, Deciles, and Percentiles); 4 Essentials of Probability; 4.1 Set Notation; 4.2 Events within the Sample Space; 4.3 Basic Probability Calculations; 4.4 Joint, Marginal, and Conditional Probability. , 4.5 Sources of ProbabilitiesExercises; 5 Discrete Probability Distributions and Their Properties; 5.1 The Discrete Probability Distribution; 5.2 The Mean, Variance, and Standard Deviation of a Discrete Random Variable; 5.3 The Binomial Probability Distribution; 5.3.1 Counting Issues; 5.3.2 The Bernoulli Probability Distribution; 5.3.3 The Binomial Probability Distribution; Exercises; 6 The Normal Distribution; 6.1 The Continuous Probability Distribution; 6.2 The Normal Distribution; 6.3 Probability as an Area Under the Normal Curve. , 6.4 Percentiles of the Standard Normal Distribution and Percentiles of the Random Variable XExercises; Appendix 6.A The Normal Approximation to Binomial Probabilities; 7 Simple Random Sampling and the Sampling Distribution of the Mean; 7.1 Simple Random Sampling; 7.2 The Sampling Distribution of the Mean; 7.3 Comments on the Sampling Distribution of the Mean; 7.4 A Central Limit Theorem; Exercises; Appendix 7.A Using a Table of Random Numbers; Appendix 7.B Assessing Normality via the Normal Probability Plot; Appendix 7.C Randomness, Risk, and Uncertainty; 7.C.1 Introduction to Randomness.
    Additional Edition: Print version: Panik, Michael J. Statistical Inference : A Short Course. Hoboken : John Wiley & amp; Sons, ©2012 ISBN 9781118229408
    Language: English
    Keywords: Electronic books. ; Textbooks. ; Electronic books. ; Textbooks. ; Electronic books. ; Textbooks.
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  • 8
    Book
    Book
    Amsterdam : North-Holland
    UID:
    b3kat_BV001967339
    Format: XI, 312 S. , graph. Darst.
    ISBN: 0720433150 , 0444105689
    Series Statement: Studies in mathematical and managerial economics. 16.
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    RVK:
    Keywords: Optimierung ; Theorie ; Mathematik
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  • 9
    Online Resource
    Online Resource
    Hobokne, NJ :Wiley,
    UID:
    almahu_9948198639702882
    Format: 1 online resource
    ISBN: 9781119509455 , 1119509459 , 9781119509479 , 1119509475 , 9781119509462 , 1119509467
    Content: Guides in the application of linear programming to firm decision making, with the goal of giving decision-makers a better understanding of methods at their disposal Useful as a main resource or as a supplement in an economics or management science course, this comprehensive book addresses the deficiencies of other texts when it comes to covering linear programming theory-especially where data envelopment analysis (DEA) is concerned-and provides the foundation for the development of DEA. Linear Programming and Resource Allocation Modeling begins by introducing primal and dual problems via an optimum product mix problem, and reviews the rudiments of vector and matrix operations. It then goes on to cover: the canonical and standard forms of a linear programming problem; the computational aspects of linear programming; variations of the standard simplex theme; duality theory; single- and multiple- process production functions; sensitivity analysis of the optimal solution; structural changes; and parametric programming. The primal and dual problems are then reformulated and re-examined in the context of Lagrangian saddle points, and a host of duality and complementary slackness theorems are offered. The book also covers primal and dual quadratic programs, the complementary pivot method, primal and dual linear fractional functional programs, and (matrix) game theory solutions via linear programming, and data envelopment analysis (DEA). This book: -Appeals to those wishing to solve linear optimization problems in areas such as economics, business administration and management, agriculture and energy, strategic planning, public decision making, and health care -Fills the need for a linear programming applications component in a management science or economics course -Provides a complete treatment of linear programming as applied to activity selection and usage -Contains many detailed example problems as well as textual and graphical explanations Linear Programming and Resource Allocation Modeling is an excellent resource for professionals looking to solve linear optimization problems, and advanced undergraduate to beginning graduate level management science or economics students.
    Note: Mathematical Foundations -- Introduction to Linear Programming -- Computational Aspects of Linear Programming -- Variations of the Standard Simplex Routine -- Duality Theory -- Linear Programming and the Theory of the Firm -- Sensitivity Analysis -- Analyzing Structural Changes -- Parametric Programming -- Parametric Programming and the Theory of the Firm -- Duality Revisited -- Simplex-Based Methods of Optimization -- Data Envelopment Analysis (DEA).
    Additional Edition: Print version: Panik, Michael J. Linear programming and resource allocation modeling. ISBN 9781119509448
    Language: English
    Subjects: Economics , Mathematics
    RVK:
    RVK:
    Keywords: Electronic books. ; Electronic books. ; Electronic books. ; Electronic books.
    URL: Volltext  (URL des Erstveröffentlichers)
    URL: Volltext  (URL des Erstveröffentlichers)
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  • 10
    Online Resource
    Online Resource
    Boca Raton :CRC Press,
    UID:
    almahu_9949385418602882
    Format: 1 online resource (xviii, 325 pages)
    Edition: First edition.
    ISBN: 9781003164494 , 1003164498 , 9781000408928 , 1000408922 , 9781000408843 , 1000408841
    Content: In Mathematical Analysis and Optimization for Economists, the author aims to introduce students of economics to the power and versatility of traditional as well as contemporary methodologies in mathematics and optimization theory; and, illustrates how these techniques can be applied in solving microeconomic problems. This book combines the areas of intermediate to advanced mathematics, optimization, and microeconomic decision making, and is suitable for advanced undergraduates and first-year graduate students. This text is highly readable, with all concepts fully defined, and contains numerous detailed example problems in both mathematics and microeconomic applications. Each section contains some standard, as well as more thoughtful and challenging, exercises. Solutions can be downloaded from the CRC Press website. All solutions are detailed and complete. Features Contains a whole spectrum of modern applicable mathematical techniques, many of which are not found in other books of this type. Comprehensive and contains numerous and detailed example problems in both mathematics and economic analysis. Suitable for economists and economics students with only a minimal mathematical background. Classroom-tested over the years when the author was actively teaching at the University of Hartford. Serves as a beginner text in optimization for applied mathematics students. Accompanied by several electronic chapters on linear algebra and matrix theory, nonsmooth optimization, economic efficiency, and distance functions available for free on www.routledge.com/9780367759018.
    Note: "A Chapman & Hall book." , Preface AuthorSymbols and Abbreviations 1. Mathematical Foundations 1 2. Mathematical Foundations 2 3. Mathematical Foundations 3 4. Mathematical Foundations 4 5. Global and Local Extrema of Real-Valued Functions 6. Global Extrema of Real-Valued Functions 7. Local Extrema of Real-Valued Functions 8. Convex and Concave Real-Valued Functions 9. Generalizations of Convexity and Concavity 10. Constrained Extrema: Equality Constraints 11. Constrained Extrema: Inequality Constraints 12. Constrained Extrema: Mixed Constraints 13. Lagrangian Saddle Points and Duality 14. Generalized Concave Optimization 15. Homogeneous, Homothetic, and Almost Homogeneous Functions 16. Envelope Theorems 17. The Fixed Point Theorems of Brouwer and Kakutani 18. Dynamic Optimization: Optimal Control Modeling 19. Comparative Statics Revisited ReferencesIndex
    Language: English
    Keywords: Electronic books.
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