Mathematical Methods For Economic Theory 2
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Author | : Jean-Pierre Aubin |
Publisher | : Courier Corporation |
Total Pages | : 658 |
Release | : 2007-01-01 |
Genre | : Mathematics |
ISBN | : 048646265X |
Mathematical economics and game theory approached with the fundamental mathematical toolbox of nonlinear functional analysis are the central themes of this text. Both optimization and equilibrium theories are covered in full detail. The book's central application is the fundamental economic problem of allocating scarce resources among competing agents, which leads to considerations of the interrelated applications in game theory and the theory of optimization. Mathematicians, mathematical economists, and operations research specialists will find that it provides a solid foundation in nonlinear functional analysis. This text begins by developing linear and convex analysis in the context of optimization theory. The treatment includes results on the existence and stability of solutions to optimization problems as well as an introduction to duality theory. The second part explores a number of topics in game theory and mathematical economics, including two-person games, which provide the framework to study theorems of nonlinear analysis. The text concludes with an introduction to non-linear analysis and optimal control theory, including an array of fixed point and subjectivity theorems that offer powerful tools in proving existence theorems.
Author | : James C. Moore |
Publisher | : Springer Science & Business Media |
Total Pages | : 1012 |
Release | : 1999-10-19 |
Genre | : Business & Economics |
ISBN | : 9783540612100 |
This two-volume work functions both as a textbook for graduates and as a reference for economic scholars. Assuming only the minimal mathematics background required of every second-year graduate in economics, the two volumes provide a self-contained and careful development of mathematics through locally convex topological vector spaces, and fixed-point, separation, and selection theorems in such spaces. This second volume introduces general topology, the theory of correspondences on and into topological spaces, Banach spaces, topological vector spaces, and maximum, fixed-point, and selection theorems for such spaces
Author | : Angel de la Fuente |
Publisher | : Cambridge University Press |
Total Pages | : 630 |
Release | : 2000-01-28 |
Genre | : Business & Economics |
ISBN | : 9780521585293 |
A textbook for a first-year PhD course in mathematics for economists and a reference for graduate students in economics.
Author | : Dean Corbae |
Publisher | : Princeton University Press |
Total Pages | : 696 |
Release | : 2009-02-17 |
Genre | : Business & Economics |
ISBN | : 1400833086 |
Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory
Author | : Samuel Karlin |
Publisher | : |
Total Pages | : 408 |
Release | : 1959 |
Genre | : Economics, Mathematical |
ISBN | : |
V. 1 : Matrix games, programming, and mathematical economics. v. 2 : The theory of infinite games.
Author | : Michael Carter |
Publisher | : MIT Press |
Total Pages | : 678 |
Release | : 2001-10-26 |
Genre | : Business & Economics |
ISBN | : 9780262531924 |
This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie economics. Features include an extended presentation of separation theorems and their applications, an account of constraint qualification in constrained optimization, and an introduction to monotone comparative statics. These topics are developed by way of more than 800 exercises. The book is designed to be used as a graduate text, a resource for self-study, and a reference for the professional economist.
Author | : E. Roy Weintraub |
Publisher | : Duke University Press |
Total Pages | : 329 |
Release | : 2002-05-28 |
Genre | : Business & Economics |
ISBN | : 0822383802 |
In How Economics Became a Mathematical Science E. Roy Weintraub traces the history of economics through the prism of the history of mathematics in the twentieth century. As mathematics has evolved, so has the image of mathematics, explains Weintraub, such as ideas about the standards for accepting proof, the meaning of rigor, and the nature of the mathematical enterprise itself. He also shows how economics itself has been shaped by economists’ changing images of mathematics. Whereas others have viewed economics as autonomous, Weintraub presents a different picture, one in which changes in mathematics—both within the body of knowledge that constitutes mathematics and in how it is thought of as a discipline and as a type of knowledge—have been intertwined with the evolution of economic thought. Weintraub begins his account with Cambridge University, the intellectual birthplace of modern economics, and examines specifically Alfred Marshall and the Mathematical Tripos examinations—tests in mathematics that were required of all who wished to study economics at Cambridge. He proceeds to interrogate the idea of a rigorous mathematical economics through the connections between particular mathematical economists and mathematicians in each of the decades of the first half of the twentieth century, and thus describes how the mathematical issues of formalism and axiomatization have shaped economics. Finally, How Economics Became a Mathematical Science reconstructs the career of the economist Sidney Weintraub, whose relationship to mathematics is viewed through his relationships with his mathematician brother, Hal, and his mathematician-economist son, the book’s author.
Author | : Michael Hoy |
Publisher | : MIT Press |
Total Pages | : 164 |
Release | : 2001 |
Genre | : Business & Economics |
ISBN | : 9780262582018 |
This text offers a presentation of the mathematics required to tackle problems in economic analysis. After a review of the fundamentals of sets, numbers, and functions, it covers limits and continuity, the calculus of functions of one variable, linear algebra, multivariate calculus, and dynamics.
Author | : Charalambos D. Aliprantis |
Publisher | : Springer Science & Business Media |
Total Pages | : 623 |
Release | : 2013-11-11 |
Genre | : Business & Economics |
ISBN | : 3662030047 |
This text was born out of an advanced mathematical economics seminar at Caltech in 1989-90. We realized that the typical graduate student in mathematical economics has to be familiar with a vast amount of material that spans several traditional fields in mathematics. Much of the mate rial appears only in esoteric research monographs that are designed for specialists, not for the sort of generalist that our students need be. We hope that in a small way this text will make the material here accessible to a much broader audience. While our motivation is to present and orga nize the analytical foundations underlying modern economics and finance, this is a book of mathematics, not of economics. We mention applications to economics but present very few of them. They are there to convince economists that the material has so me relevance and to let mathematicians know that there are areas of application for these results. We feel that this text could be used for a course in analysis that would benefit math ematicians, engineers, and scientists. Most of the material we present is available elsewhere, but is scattered throughout a variety of sources and occasionally buried in obscurity. Some of our results are original (or more likely, independent rediscoveries). We have included some material that we cannot honestly say is neces sary to understand modern economic theory, but may yet prove useful in future research.
Author | : Hans Bühlmann |
Publisher | : Springer Science & Business Media |
Total Pages | : 218 |
Release | : 2007-06-15 |
Genre | : Mathematics |
ISBN | : 3540307117 |
From the reviews: "The huge literature in risk theory has been carefully selected and supplemented by personal contributions of the author, many of which appear here for the first time. The result is a systematic and very readable book, which takes into account the most recent developments of the field. It will be of great interest to the actuary as well as to the statistician . . ." -- Math. Reviews Vol. 43