Elements of Concave Analysis and Applications

ISBN-13: 9781138705289 / Angielski / Twarda / 2018 / 356 str.

Prem K. Kythe

Opis

The subject of concave analysis involves both concave and convex functions and their generalizations. The aim of the book is to provide a basic and self‐contained introduction to concepts and detailed study of concave and convex functions. It is written in the style of a textbook, designed for courses in mathematical economics, finance, and manufacturing design. The suggested prerequisites are multivariate calculus, ordinary and elementary PDEs, and elementary probability theory. Depending on the curriculum at different universities and colleges, this book will probably be useful to senior undergraduate students but definitely beginning graduate students in the above disciplines.

Spis treści

Matrix Algebra. Differential Calculus. Concave and Convex Functions. Concave Programming. Convex Programming. Quasi-Concave Functions. Quasi-Convex Functions. Log-concave Functions. Quadratic Programming. Optimal Control Theory. Demands. Black-Scholes Equation.

O autorze

Prem K. Kythe is a Professor Emeritus of Mathematics at the University of New Orleans. He is the author/co-author of 11 books and author of 46 research papers. His research interests encompass the fields of complex analysis, continuum mechanics, and wave theory, including boundary element methods, finite element methods, conformal mappings, PDEs and boundary value problems, linear integral equations, computation integration, fundamental solutions of differential operators, Green’s functions, and coding theory.