On Quasiconvex Conditional Maps. Duality Results and Applications to Finance PDF Download
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Author: Marco Maggis
Publisher: Ledizioni
ISBN: 8895994590
Category : Mathematics
Languages : en
Pages : 143
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Book Description
Author: Marco Maggis
Publisher: Ledizioni
ISBN: 8895994590
Category : Mathematics
Languages : en
Pages : 143
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Book Description
Author: Paola M. V. Rancoita
Publisher: Ledizioni
ISBN: 8895994582
Category : Mathematics
Languages : en
Pages : 301
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Book Description
In this thesis, I study three stochastic methods that can be applied for the analysis of data in cancer research and, in particular, to cancer genomic data and to images of angiogenic processes. Cancer is a multistep process where the accumulation of genomic lesions alters cell biology. The latter is under control of several pathways and thus, cancer can arise via different mechanisms affecting different pathways. Due to the general complexity of this disease and the different types of tumors, the efforts of cancer research cover several research areas such as, for example, immunology, genetics, cell biology, angiogenesis.
Author: Stefano Zampini
Publisher: Ledizioni
ISBN: 8895994663
Category : Mathematics
Languages : en
Pages : 269
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Book Description
Recent advances in biotechnology and the availability of ever more powerful computers have led to the formulation of increasingly complex models at all levels of life sciences, in particular of cardiac electrophysiology. Multiscale modeling of the bioelectric activity of the heart, taking into account macroscopic (fiber architecture and anisotropy) and microscopic (cellular) features of the tissue, aim to develop predictive tools for future drug design and patient-specific therapies, using detailed and efficient three-dimensional solvers for the governing equations of tissue electrophysiology.
Author: Matteo Bianchi
Publisher: Ledizioni
ISBN: 8895994566
Category : Mathematics
Languages : en
Pages : 169
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Book Description
The scientific area this thesis belongs to is many-valued logics: this meanslogics in which, from the semantical point of view, we have "intermediate"truth-values, between 0 and 1 (which in turns are designated to represent, respectively, the "false" and the "true").The classical logic (propositional, for simplicity) is based on the fact thatevery statement is true or false: this is reflected by the excluded middle law, that is a theorem of this logic. However, there are many reasons that suggestto reject this law: for example, intuitionistic logic does not satisfy it, sincethis logic reflects a "constructive" conception of mathematics (see [Hey71, Tro69]).
Author: María D. Fajardo
Publisher: Springer Nature
ISBN: 3030534561
Category : Business & Economics
Languages : en
Pages : 192
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Book Description
This tutorial is the first comprehensive introduction to (possibly infinite) linear systems containing strict inequalities and evenly convex sets. The book introduces their application to convex optimization. Particular attention is paid to evenly convex polyhedra and finite linear systems containing strict inequalities. The book also analyzes evenly convex and quasiconvex functions from a conjugacy and duality perspective. It discusses the applications of these functions in economics. Written in an expository style the main concepts and basic results are illustrated with suitable examples and figures..
Author: R. Tyrrell Rockafellar
Publisher: SIAM
ISBN: 9781611970524
Category : Technology & Engineering
Languages : en
Pages : 80
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Book Description
Provides a relatively brief introduction to conjugate duality in both finite- and infinite-dimensional problems. An emphasis is placed on the fundamental importance of the concepts of Lagrangian function, saddle-point, and saddle-value. General examples are drawn from nonlinear programming, approximation, stochastic programming, the calculus of variations, and optimal control.
Author: Stephen P. Boyd
Publisher: Cambridge University Press
ISBN: 9780521833783
Category : Business & Economics
Languages : en
Pages : 744
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Book Description
Convex optimization problems arise frequently in many different fields. This book provides a comprehensive introduction to the subject, and shows in detail how such problems can be solved numerically with great efficiency. The book begins with the basic elements of convex sets and functions, and then describes various classes of convex optimization problems. Duality and approximation techniques are then covered, as are statistical estimation techniques. Various geometrical problems are then presented, and there is detailed discussion of unconstrained and constrained minimization problems, and interior-point methods. The focus of the book is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. It contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance and economics.
Author: Andreas H Hamel
Publisher: Springer
ISBN: 3662486709
Category : Mathematics
Languages : en
Pages : 333
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Book Description
This volume presents five surveys with extensive bibliographies and six original contributions on set optimization and its applications in mathematical finance and game theory. The topics range from more conventional approaches that look for minimal/maximal elements with respect to vector orders or set relations, to the new complete-lattice approach that comprises a coherent solution concept for set optimization problems, along with existence results, duality theorems, optimality conditions, variational inequalities and theoretical foundations for algorithms. Modern approaches to scalarization methods can be found as well as a fundamental contribution to conditional analysis. The theory is tailor-made for financial applications, in particular risk evaluation and [super-]hedging for market models with transaction costs, but it also provides a refreshing new perspective on vector optimization. There is no comparable volume on the market, making the book an invaluable resource for researchers working in vector optimization and multi-criteria decision-making, mathematical finance and economics as well as [set-valued] variational analysis.
Author: Geoffrey Alexander Jehle
Publisher:
ISBN: 9780321204530
Category : Economics, Mathematical
Languages : en
Pages : 543
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Book Description
This advanced economics text bridges the gap between familiarity with microeconomic theory and a solid grasp of the principles and methods of modern neoclassical microeconomic theory.
Author: Giuseppe Calafiore
Publisher: Springer Science & Business Media
ISBN: 1846280958
Category : Technology & Engineering
Languages : en
Pages : 454
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Book Description
Probabilistic and Randomized Methods for Design under Uncertainty is a collection of contributions from the world’s leading experts in a fast-emerging branch of control engineering and operations research. The book will be bought by university researchers and lecturers along with graduate students in control engineering and operational research.
