Advances in mathematical economics Volume 20 /
The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained opti...
| Other Authors: | Kusuoka, S. 1954-, Maruyama, Tōru,, SpringerLink (Online service), International Conference on Mathematical Analysis in Economic Theory |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Singapore :
Springer,
[2016]
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| Physical Description: |
1 online resource (viii, 189 pages) : illustrations (some color). |
| Series: |
Advances in mathematical economics ;
20. |
| Subjects: |
Table of Contents:
- Intro; Preface; Contents; Part I Research Articles; Part II Expository Review; Part III Mini Courses; The 6th Conference toon toMathematical Analysis in Economic Theory; Index; Local Risk-Minimization for Barndorff-Nielsen and Shephard Models with Volatility Risk Premium; On a Fractional Differential Inclusion in Banach Space Under Weak Compactness Condition; On First-Order Partial Differential Equations: An Existence Theorem and Its Applications; Real Radicals and Finite Convergence of Polynomial Optimization Problems.
- On Differentiated and Indivisible Commodities: An Expository Re-framing of Mas-Colell's 1975 ModelSurvey of the Theory of Extremal Problems; Fourier Analysis of Periodic Weakly Stationary Processes: A Note on Slutsky's Observation; Programme; 1 Introduction; 2 Preliminaries; 3 Main Results; 4 Conclusions; References; 1 Introduction and Preliminaries; 2 Preliminaries on the Fractional Integral; 3 Fractional Differential Inclusion in Bochner Setting; 4 Fractional Differential Inclusion in Pettis Setting; 5 Multivalued Integral Inclusion; 6 Relaxation and Control Problem; References.
- 1 Introduction2 Main Results; References; 1 Introduction; 2 Preliminaries; 3 Finite Convergence Property; 4 Closedness of Truncated Quadratic Modules; References; 1 Introduction; 2 The Model and the Basic Existence Result; 3 Discussion of the Result; 4 Proofs of Theorems; Appendix; References; Introduction; 1 Base of the Theory; 2 Necessary Conditions (Principle of Lagrange); 3 Stability of Solutions and Sufficient Conditions (Ideas of Hamilton and Jacobi); 4 Existence (Principles of Compactness, Contractibility, Topology, Order and Monotonicity); 5 Algorithms (Methods of Solutions).
- 2.4 Application in Economics: The Integrability ProblemSemidefinite Programming; Sums of Square Polynomials; Real Algebra; Lasserre's Hierarchy; 3.1 Distributionalized and Individualized Formulations; 3.2 Potential Alternative Hypotheses for the Result; 4.1 Proof of Theorem 2.1; 4.2 Proofs of Theorems 3.1 and 3.2; 3.1 Construction of Fields; 3.2 Conditions of Extrema for the Simplest Problem of Calculus of Variations.