Mathematical optimization and economic analysis
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Linear programming (90C05) Convex programming (90C25) Applications of mathematical programming (90C90) Mathematical programming (90Cxx)
The book is intended to offer the reader a systematic exposition of both single- and multiobjective optimization and their application possibilities in economics. The book is divided into two parts. Part I (Chapters 1--6) is devoted to optimization problems with one objective function, while Part II (Capters 7--9) investigates problems with several objective functions. In Part I, Chapter 1 has an introductory character and contains examples of economic problems, which can be solved using optimization methods. Chapters 2--4 are devoted to the theoretical background of convex and linear programming. Theoretical results are accompanied with motivating examples showing some economic applications. Chapter 5 presents basic DEA (Data Envelopment Analysis) models with applications to technical and environmental efficiency analysis. Chapter 6 is devoted to the theory of geometric programming including an appropriate duality results, and presents economic models, which are foimulated using geometric programming. It is shown how some optimization problems can be transformed into standard geometrical programming models. In Part II, Chapter 7 presents fundamental results of multiobjective optimization, in which several optimality criteria have to be taken into account. Next Chapter 8 studies multiobjective linear programming, i.e. problems, in which both objective functions and constraint functions are linear. Duality theory for such problems is presented and application to Leontiev multiobjective pollution model is described. The last Chapter 9 investigates multiobjective geometric programming, duality theory for multiobjective geometric programming in parametric form, and presents selected applications to environmental control and analysis of monopolist behaviour with two objectives. The book is written in a self-contained form and is intended as a textbook for graduate and postgraduate students studying quantitative economics. It can be of interest also to researchers oriented to applications of mathematical models in economics.
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- Optimization in economics and finance. Some advances in non-linear, dynamic, multi-criteria and stochastic models.
- scientific article; zbMATH DE number 3980948 (Why is no real title available?)
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- Introduction to linear programming for economic analysis
- Mathematical Analysis and Optimization for Economists
- A dynamic multi-objective duopoly game with environmentally concerned firms
- Towards a framework to combine multiobjective optimization and econometrics and an application in economics of education
- Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking
- Copula Approach to Multivariate Energy Efficiency Analysis
- Detecting violations of the monotonicity condition under the assumption of weak disposability in eco-DEA models
- New insights and theoretical conditions for determining minor and major consolidations in the inverse DEA
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