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Author: S. K. Neogy
Publisher: World Scientific
ISBN: 9812813225
Category : Mathematics
Languages : en
Pages : 498
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Book Description
This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications. Sample Chapter(s). Foreword (45 KB). Chapter 1: Mathematical Programming and its Applications in Finance (177 KB). Contents: Mathematical Programming and Its Applications in Finance (L C Thomas); Anti-Stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix (S N Kabadi & A P Punnen); A New Practically Efficient Interior Point Method for Convex Quadratic Programming (K G Murty); A General Framework for the Analysis of Sets of Constraints (R Caron & T Traynor), Tolerance-Based Algorithms for the Traveling Salesman Problem (D Ghosh et al.); On the Membership Problem of the Pedigree Polytope (T S Arthanari); Exact Algorithms for a One-Defective Vertex Colouring Problem (N Achuthan et al.); Complementarity Problem Involving a Vertical Block Matrix and Its Solution Using Neural Network Model (S K Neogy et al.); Fuzzy Twin Support Vector Machines for Pattern Classification (R Khemchandani et al.); An Overview of the Minimum Sum of Absolute Errors Regression (S C Narula & J F Wellington); Hedging Against the Market with No Short Selling (S A Clark & C Srinivasan); Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra Through Network Analysis (H Narayanan); Dynamic Optimal Control Policy in Price and Quality for High Technology Product (A K Bardhan & U Chanda); Forecasting for Supply Chain and Portfolio Management (K G Murty); Variational Analysis in Bilevel Programming (S Dempe et al.); Game Engineering (R J Aumann); Games of Connectivity (P Dubey & R Garg); A Robust Feedback Nash Equilibrium in a Climate Change Policy Game (M Hennlock); De Facto Delegation and Proposer Rules (H Imai & K Yonezaki); The Bargaining Set in Effectivity Function (D Razafimahatolotra); Dynamic Oligopoly as a Mixed Large Game OCo Toy Market (A Wiszniewska-Matyszkiel); On Some Classes of Balanced Games (R B Bapat); Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games (S Lahiri); Continuity, Manifolds, and Arrow''s Social Choice Problem (K Saukkonen); On a Mixture Class of Stochastic Games with Ordered Field Property (S K Neogy). Readership: Researchers, professionals and advanced students in mathematical programming, game theory, management sciences and computational mathematics.
Author: S. K. Neogy
Publisher: World Scientific
ISBN: 9812813225
Category : Mathematics
Languages : en
Pages : 498
Get Book Here
Book Description
This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications. Sample Chapter(s). Foreword (45 KB). Chapter 1: Mathematical Programming and its Applications in Finance (177 KB). Contents: Mathematical Programming and Its Applications in Finance (L C Thomas); Anti-Stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix (S N Kabadi & A P Punnen); A New Practically Efficient Interior Point Method for Convex Quadratic Programming (K G Murty); A General Framework for the Analysis of Sets of Constraints (R Caron & T Traynor), Tolerance-Based Algorithms for the Traveling Salesman Problem (D Ghosh et al.); On the Membership Problem of the Pedigree Polytope (T S Arthanari); Exact Algorithms for a One-Defective Vertex Colouring Problem (N Achuthan et al.); Complementarity Problem Involving a Vertical Block Matrix and Its Solution Using Neural Network Model (S K Neogy et al.); Fuzzy Twin Support Vector Machines for Pattern Classification (R Khemchandani et al.); An Overview of the Minimum Sum of Absolute Errors Regression (S C Narula & J F Wellington); Hedging Against the Market with No Short Selling (S A Clark & C Srinivasan); Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra Through Network Analysis (H Narayanan); Dynamic Optimal Control Policy in Price and Quality for High Technology Product (A K Bardhan & U Chanda); Forecasting for Supply Chain and Portfolio Management (K G Murty); Variational Analysis in Bilevel Programming (S Dempe et al.); Game Engineering (R J Aumann); Games of Connectivity (P Dubey & R Garg); A Robust Feedback Nash Equilibrium in a Climate Change Policy Game (M Hennlock); De Facto Delegation and Proposer Rules (H Imai & K Yonezaki); The Bargaining Set in Effectivity Function (D Razafimahatolotra); Dynamic Oligopoly as a Mixed Large Game OCo Toy Market (A Wiszniewska-Matyszkiel); On Some Classes of Balanced Games (R B Bapat); Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games (S Lahiri); Continuity, Manifolds, and Arrow''s Social Choice Problem (K Saukkonen); On a Mixture Class of Stochastic Games with Ordered Field Property (S K Neogy). Readership: Researchers, professionals and advanced students in mathematical programming, game theory, management sciences and computational mathematics.
Author: S K Neogy
Publisher: World Scientific
ISBN: 9814471240
Category : Mathematics
Languages : en
Pages : 498
Get Book Here
Book Description
This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications.
Author: Paul R. Thie
Publisher: John Wiley & Sons
ISBN: 1118165454
Category : Mathematics
Languages : en
Pages : 476
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Book Description
Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.
Author: S.K. Neogy
Publisher: Springer
ISBN: 981133059X
Category : Mathematics
Languages : en
Pages : 234
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Book Description
This book discusses recent developments in mathematical programming and game theory, and the application of several mathematical models to problems in finance, games, economics and graph theory. All contributing authors are eminent researchers in their respective fields, from across the world. This book contains a collection of selected papers presented at the 2017 Symposium on Mathematical Programming and Game Theory at New Delhi during 9–11 January 2017. Researchers, professionals and graduate students will find the book an essential resource for current work in mathematical programming, game theory and their applications in finance, economics and graph theory. The symposium provides a forum for new developments and applications of mathematical programming and game theory as well as an excellent opportunity to disseminate the latest major achievements and to explore new directions and perspectives.
Author: S.K. Neogy
Publisher: Springer
ISBN: 9789811330582
Category : Mathematics
Languages : en
Pages : 226
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Book Description
This book discusses recent developments in mathematical programming and game theory, and the application of several mathematical models to problems in finance, games, economics and graph theory. All contributing authors are eminent researchers in their respective fields, from across the world. This book contains a collection of selected papers presented at the 2017 Symposium on Mathematical Programming and Game Theory at New Delhi during 9–11 January 2017. Researchers, professionals and graduate students will find the book an essential resource for current work in mathematical programming, game theory and their applications in finance, economics and graph theory. The symposium provides a forum for new developments and applications of mathematical programming and game theory as well as an excellent opportunity to disseminate the latest major achievements and to explore new directions and perspectives.
Author: Adrian Van Deemen
Publisher: Springer Science & Business Media
ISBN: 3642028659
Category : Business & Economics
Languages : en
Pages : 273
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Book Description
Harrie de Swart is a Dutch logician and mathematician with a great and open int- est in applications of logic. After being confronted with Arrow’s Theorem, Harrie became very interested in social choice theory. In 1986 he took the initiative to start up a group of Dutch scientists for the study of social choice theory. This initiative grew out to a research group and a series of colloquia, which were held approximately every month at the University of Tilburg in The Netherlands. The organization of the colloquia was in the hands of Harrie and under his guidance they became more and more internationally known. Many international scholars liked visiting the social choice colloquia in Tilburg and enjoyed giving one or more presentations about their work. They liked Harrie’s kindness and hospitality, and the openness of the group for anything and everything in the eld of social choice. The Social Choice Theory Group started up by Harrie consisted, and still c- sists, of scholars from several disciplines; mostly economics, mathematics, and (mathematical) psychology. It was set up for the study of and discussion about anything that had to do with social choice theory including, and not in the least, the supervision of PhD students in the theory. Members of the group were, among o- ers, Thom Bezembinder (psychologist), Hans Peters (mathematician), Pieter Ruys (economist), Stef Tijs (mathematician and game theorist) and, of course, Harrie de Swart (logician and mathematician).
Author: Imma Curiel
Publisher: Springer Science & Business Media
ISBN: 147574871X
Category : Business & Economics
Languages : en
Pages : 198
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Book Description
In this book applications of cooperative game theory that arise from combinatorial optimization problems are described. It is well known that the mathematical modeling of various real-world decision-making situations gives rise to combinatorial optimization problems. For situations where more than one decision-maker is involved classical combinatorial optimization theory does not suffice and it is here that cooperative game theory can make an important contribution. If a group of decision-makers decide to undertake a project together in order to increase the total revenue or decrease the total costs, they face two problems. The first one is how to execute the project in an optimal way so as to increase revenue. The second one is how to divide the revenue attained among the participants. It is with this second problem that cooperative game theory can help. The solution concepts from cooperative game theory can be applied to arrive at revenue allocation schemes. In this book the type of problems described above are examined. Although the choice of topics is application-driven, it also discusses theoretical questions that arise from the situations that are studied. For all the games described attention will be paid to the appropriateness of several game-theoretic solution concepts in the particular contexts that are considered. The computation complexity of the game-theoretic solution concepts in the situation at hand will also be considered.
Author: Engelbert Dockner
Publisher: Cambridge University Press
ISBN: 9780521637329
Category : Business & Economics
Languages : en
Pages : 398
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Book Description
A comprehensive, self-contained survey of the theory and applications of differential games, one of the most commonly used tools for modelling and analysing economics and management problems which are characterised by both multiperiod and strategic decision making. Although no prior knowledge of game theory is required, a basic knowledge of linear algebra, ordinary differential equations, mathematical programming and probability theory is necessary. Part One presents the theory of differential games, starting with the basic concepts of game theory and going on to cover control theoretic models, Markovian equilibria with simultaneous play, differential games with hierarchical play, trigger strategy equilibria, differential games with special structures, and stochastic differential games. Part Two offers applications to capital accumulation games, industrial organization and oligopoly games, marketing, resources and environmental economics.
Author: Athanasios Migdalas
Publisher: Springer Science & Business Media
ISBN: 1461451345
Category : Mathematics
Languages : en
Pages : 364
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Book Description
These proceedings consist of 30 selected research papers based on results presented at the 10th Balkan Conference & 1st International Symposium on Operational Research (BALCOR 2011) held in Thessaloniki, Greece, September 22-24, 2011. BALCOR is an established biennial conference attended by a large number of faculty, researchers and students from the Balkan countries but also from other European and Mediterranean countries as well. Over the past decade, the BALCOR conference has facilitated the exchange of scientific and technical information on the subject of Operations Research and related fields such as Mathematical Programming, Game Theory, Multiple Criteria Decision Analysis, Information Systems, Data Mining and more, in order to promote international scientific cooperation. The carefully selected and refereed papers present important recent developments and modern applications and will serve as excellent reference for students, researchers and practitioners in these disciplines.
Author: Deng-Feng Li
Publisher: Springer
ISBN: 3642407129
Category : Technology & Engineering
Languages : en
Pages : 459
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Book Description
The focus of this book is on establishing theories and methods of both decision and game analysis in management using intuitionistic fuzzy sets. It proposes a series of innovative theories, models and methods such as the representation theorem and extension principle of intuitionistic fuzzy sets, ranking methods of intuitionistic fuzzy numbers, non-linear and linear programming methods for intuitionistic fuzzy multi-attribute decision making and (interval-valued) intuitionistic fuzzy matrix games. These theories and methods form the theory system of intuitionistic fuzzy decision making and games, which is not only remarkably different from those of the traditional, Bayes and/or fuzzy decision theory but can also provide an effective and efficient tool for solving complex management problems. Since there is a certain degree of inherent hesitancy in real-life management, which cannot always be described by the traditional mathematical methods and/or fuzzy set theory, this book offers an effective approach to using the intuitionistic fuzzy set expressed with membership and non-membership functions. This book is addressed to all those involved in theoretical research and practical applications from a variety of fields/disciplines: decision science, game theory, management science, fuzzy sets, operational research, applied mathematics, systems engineering, industrial engineering, economics, etc.
