Craven / Islam | Optimization in Economics and Finance: Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models | Buch | sack.de

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



1. Auflage. Softcover version of original hardcover Auflage 2005, Band: 7, 161 Seiten, Kartoniert, Previously published in hardcover, Format (B × H): 156 mm x 234 mm, Gewicht: 254 g Reihe: Dynamic Modeling and Econometrics in Economics and Finance
ISBN: 978-1-4419-3714-8
Verlag: SPRINGER NATURE


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

Some recent developments in the mathematics of optimization, including the concepts of invexity and quasimax, have not yet been applied to models of economic growth, and to finance and investment. Their applications to these areas are shown in this book.

Zielgruppe


Research

Weitere Infos & Material


: Optimal Models for Economics and Finance.- Mathematics of Optimal Control.- Computing Optimal Control : The SCOM package.- Computing Optimal Growth and Development Models.- Modelling Financial Investment with Growth.- Modelling Sustainable Development.- Modelling and Computing a Stochastic Growth Model.- Optimization in Welfare Economics.- Transversality Conditions for Infinite Horizon.- Conclusions.


Craven, Bruce D.
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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