Mathematical Programming And Game Theory

Author : S. K. Neogy
Publisher : World Scientific
Page : 498 pages
File Size : 55,5 Mb
Release : 2008
Category : Mathematics
ISBN : 9789812813220

Get Book

Mathematical Programming and Game Theory for Decision Making by S. K. Neogy Pdf

This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications. Sample Chapter(s). Foreword (45 KB). Chapter 1: Mathematical Programming and its Applications in Finance (177 KB). Contents: Mathematical Programming and Its Applications in Finance (L C Thomas); Anti-Stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix (S N Kabadi & A P Punnen); A New Practically Efficient Interior Point Method for Convex Quadratic Programming (K G Murty); A General Framework for the Analysis of Sets of Constraints (R Caron & T Traynor), Tolerance-Based Algorithms for the Traveling Salesman Problem (D Ghosh et al.); On the Membership Problem of the Pedigree Polytope (T S Arthanari); Exact Algorithms for a One-Defective Vertex Colouring Problem (N Achuthan et al.); Complementarity Problem Involving a Vertical Block Matrix and Its Solution Using Neural Network Model (S K Neogy et al.); Fuzzy Twin Support Vector Machines for Pattern Classification (R Khemchandani et al.); An Overview of the Minimum Sum of Absolute Errors Regression (S C Narula & J F Wellington); Hedging Against the Market with No Short Selling (S A Clark & C Srinivasan); Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra Through Network Analysis (H Narayanan); Dynamic Optimal Control Policy in Price and Quality for High Technology Product (A K Bardhan & U Chanda); Forecasting for Supply Chain and Portfolio Management (K G Murty); Variational Analysis in Bilevel Programming (S Dempe et al.); Game Engineering (R J Aumann); Games of Connectivity (P Dubey & R Garg); A Robust Feedback Nash Equilibrium in a Climate Change Policy Game (M Hennlock); De Facto Delegation and Proposer Rules (H Imai & K Yonezaki); The Bargaining Set in Effectivity Function (D Razafimahatolotra); Dynamic Oligopoly as a Mixed Large Game OCo Toy Market (A Wiszniewska-Matyszkiel); On Some Classes of Balanced Games (R B Bapat); Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games (S Lahiri); Continuity, Manifolds, and Arrow''s Social Choice Problem (K Saukkonen); On a Mixture Class of Stochastic Games with Ordered Field Property (S K Neogy). Readership: Researchers, professionals and advanced students in mathematical programming, game theory, management sciences and computational mathematics.

Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 53,5 Mb
Release : 2024-06-01
Category : Electronic
ISBN : 9789814471244

Get Book

Mathematical Programming and Game Theory for Decision Making by Anonim Pdf

Author : Paul R. Thie,Gerard E. Keough
Publisher : John Wiley & Sons
Page : 476 pages
File Size : 40,9 Mb
Release : 2011-09-15
Category : Mathematics
ISBN : 9781118165454

Get Book

An Introduction to Linear Programming and Game Theory by Paul R. Thie,Gerard E. Keough Pdf

Praise for the Second Edition: "This is quite a well-done book: very tightly organized, better-than-average exposition, and numerous examples, illustrations, and applications." —Mathematical Reviews of the American Mathematical Society An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems. This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications. Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models Revised proofs and a discussion on the relevance and solution of the dual problem A section on developing an example in Data Envelopment Analysis An outline of the proof of John Nash's theorem on the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.

Author : S.K. Neogy,Ravindra B. Bapat,Dipti Dubey
Publisher : Springer
Page : 226 pages
File Size : 49,5 Mb
Release : 2018-11-28
Category : Mathematics
ISBN : 9789811330599

Get Book

Mathematical Programming and Game Theory by S.K. Neogy,Ravindra B. Bapat,Dipti Dubey Pdf

This book discusses recent developments in mathematical programming and game theory, and the application of several mathematical models to problems in finance, games, economics and graph theory. All contributing authors are eminent researchers in their respective fields, from across the world. This book contains a collection of selected papers presented at the 2017 Symposium on Mathematical Programming and Game Theory at New Delhi during 9–11 January 2017. Researchers, professionals and graduate students will find the book an essential resource for current work in mathematical programming, game theory and their applications in finance, economics and graph theory. The symposium provides a forum for new developments and applications of mathematical programming and game theory as well as an excellent opportunity to disseminate the latest major achievements and to explore new directions and perspectives.

Author : Guillermo Owen
Publisher : Springer Science & Business Media
Page : 362 pages
File Size : 47,6 Mb
Release : 1999-11-30
Category : Business & Economics
ISBN : 079238511X

Get Book

Discrete Mathematics and Game Theory by Guillermo Owen Pdf

This book describes highly applicable mathematics without using calculus or limits in general. The study agrees with the opinion that the traditional calculus/analysis is not necessarily the only proper grounding for academics who wish to apply mathematics. The choice of topics is based on a desire to present those facets of mathematics which will be useful to economists and social/behavioral scientists. The volume is divided into seven chapters. Chapter I presents a brief review of the solution of systems of linear equations by the use of matrices. Chapter III introduces the theory of probability. The rest of the book deals with new developments in mathematics such as linear and dynamic programming, the theory of networks and the theory of games. These developments are generally recognized as the most important field in the `new mathematics' and they also have specific applications in the management sciences.

Author : Louis Brickman
Publisher : Springer Science & Business Media
Page : 140 pages
File Size : 52,7 Mb
Release : 2012-12-06
Category : Business & Economics
ISBN : 9781461245407

Get Book

Mathematical Introduction to Linear Programming and Game Theory by Louis Brickman Pdf

Mathematical elegance is a constant theme in this treatment of linear programming and matrix games. Condensed tableau, minimal in size and notation, are employed for the simplex algorithm. In the context of these tableau the beautiful termination theorem of R.G. Bland is proven more simply than heretofore, and the important duality theorem becomes almost obvious. Examples and extensive discussions throughout the book provide insight into definitions, theorems, and applications. There is considerable informal discussion on how best to play matrix games. The book is designed for a one-semester undergraduate course. Readers will need a degree of mathematical sophistication and general tools such as sets, functions, and summation notation. No single college course is a prerequisite, but most students will do better with some prior college mathematics. This thorough introduction to linear programming and game theory will impart a deep understanding of the material and also increase the student's mathematical maturity.

Author : Edward G. Bennion
Publisher : Forgotten Books
Page : 162 pages
File Size : 53,8 Mb
Release : 2017-11-27
Category : Electronic
ISBN : 026060979X

Get Book

Elementary Mathematics of Linear Programming and Game Theory (Classic Reprint) by Edward G. Bennion Pdf

Excerpt from Elementary Mathematics of Linear Programming and Game Theory The most striking breakthrough in business and economic re search in the past two decades has been the development of new empirical techniques which are frequently classified under the some what nebulous title of operations research. Perhaps the most fruit ful of these new techniques is linear programming, an outgrowth of game theory concepts which were first conceived by the late John von Neumann in the 1920's. While the pragmatic value of mathematical programming is in contestable, the extent of its contribution to the content of economic theory may remain unsettled for many years. Still, it seems clear that an understanding of the rationale of linear programming and game theory is mandatory for both the practicing business economist and the economic theorist. A majority of the practicing business econo mists and many academic economists may be inadequately prepared mathematically, however, to learn what they need to know about these subjects. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.

Author : Paul R. Thie
Publisher : Unknown
Page : 424 pages
File Size : 50,6 Mb
Release : 1988-03-08
Category : Mathematics
ISBN : STANFORD:36105032416575

Get Book

An Introduction to Linear Programming and Game Theory by Paul R. Thie Pdf

A rigorous introduction to the theoretical concepts and computational techniques of linear programming and game theory. Illustrates how mathematics can be used to understand and resolve real world problems. Standard topics are covered--the simplex algorithm; duality; sensitivity; integer programming; the transportation problem; two-person, zero-sum, and non-zero sum games--and in the process, mathematical model-building is explained. Material includes meaningful examples and numerous exercises to reinforce and enhance understanding. Examples are used extensively, and the exercises (over 500) range in nature from model building and computation to theory. In this edition five new sections have been added, new problems included, and material expanded and improved.

Author : David C. Vella
Publisher : Cambridge University Press
Page : 543 pages
File Size : 49,8 Mb
Release : 2021-03-11
Category : Business & Economics
ISBN : 9781108476256

Get Book

Invitation to Linear Programming and Game Theory by David C. Vella Pdf

Discover interplay between matrices, linear programming, and game theory at an introductory level, requiring only high school algebra and curiosity.

Author : A. J. Jones
Publisher : Horwood Publishing
Page : 304 pages
File Size : 49,8 Mb
Release : 2000-12
Category : Mathematics
ISBN : 1898563144

Get Book

Game Theory by A. J. Jones Pdf

This modern, still relevant text is suitable for senior undergraduate and graduate students, teachers and professionals in mathematics, operational research, economics, sociology; and psychology, defence and strategic studies, and war games. Engagingly written with agreeable humor, the book can also be understood by non-mathematicians. It shows basic ideas of extensive form, pure and mixed strategies, the minimax theorem, non-cooperative and co-operative games, and a ''first class'' account of linear programming, theory and practice. The text is self-contained with comprehensive source references. Based on a series of lectures given by the author in the theory of games at Royal Holloway College, it gives unusually comprehensive but concise treatment of co-operative games, an original account of bargaining models, with a skilfully guided tour through the Shapely and Nash solutions for bimatrix games and a carefully illustrated account of finding the best threat strategies.

Author : Rida Laraki,Jérôme Renault,Sylvain Sorin
Publisher : Springer Nature
Page : 240 pages
File Size : 41,8 Mb
Release : 2019-09-07
Category : Mathematics
ISBN : 9783030266462

Get Book

Mathematical Foundations of Game Theory by Rida Laraki,Jérôme Renault,Sylvain Sorin Pdf

This book gives a concise presentation of the mathematical foundations of Game Theory, with an emphasis on strategic analysis linked to information and dynamics. It is largely self-contained, with all of the key tools and concepts defined in the text. Combining the basics of Game Theory, such as value existence theorems in zero-sum games and equilibrium existence theorems for non-zero-sum games, with a selection of important and more recent topics such as the equilibrium manifold and learning dynamics, the book quickly takes the reader close to the state of the art. Applications to economics, biology, and learning are included, and the exercises, which often contain noteworthy results, provide an important complement to the text. Based on lectures given in Paris over several years, this textbook will be useful for rigorous, up-to-date courses on the subject. Apart from an interest in strategic thinking and a taste for mathematical formalism, the only prerequisite for reading the book is a solid knowledge of mathematics at the undergraduate level, including basic analysis, linear algebra, and probability.

Author : Jeno Szép,Ferenc Forgó
Publisher : Springer Science & Business Media
Page : 409 pages
File Size : 55,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9789400951938

Get Book

Introduction to the Theory of Games by Jeno Szép,Ferenc Forgó Pdf

Approach your problems from the right It isn't that they can't see the solution. end and begin with the answers. Then It is that they can't see the problem. one day, perhaps you will find the final question. G. K. Chesterton. The Scandal of Father Brown 'The Point of a Pin'. 'The Hermit Clad in Crane Feathers' in R. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Min kowsky lemma, coding theory and the structure of water meet one another in packing and covering theory: quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces.

Author : Paul R. Thie
Publisher : Unknown
Page : 396 pages
File Size : 53,5 Mb
Release : 1988
Category : Game theory
ISBN : 0471607185

Get Book

An Introduction to Linear Programming and Game Theory by Paul R. Thie Pdf

Providing a rigorous introduction to the theoretical concepts and computational techniques of linear programming and game theory, this text illustrates how mathematics can be used to understand and resolve real world problems. Standard topics are covered - the simplex algorithm; duality; sensitivity; integer programming; the transportation problem; two-person, zero-sum, and non-zero sum games - and in the process mathematical model-building is explained.

Author : T. Parthasarathy,B. Dutta,J.A.M. Potters,T.E.S. Raghaven,D. Ray,A. Sen
Publisher : Springer Science & Business Media
Page : 332 pages
File Size : 45,9 Mb
Release : 1997-08-31
Category : Business & Economics
ISBN : 0792347129

Get Book

Game Theoretical Applications to Economics and Operations Research by T. Parthasarathy,B. Dutta,J.A.M. Potters,T.E.S. Raghaven,D. Ray,A. Sen Pdf

Game Theoretical Applications to Economics and Operations Research deals with various aspects of game theory and their applications to Economics and OR related problems. It brings together the contributions of a wide spectrum of disciplines such as Statistics, Mathematics, Mathematical Economics and OR. The contributions include decision theory, stochastic games, cooperative and noncooperative games. The papers in the volume are classified under five different sections. The first four sections are devoted to the theory of two-person games, linear complimentarity problems and game theory, cooperative and noncooperative games. The fifth section contains diverse applications of these various theories. Taken together they exhibit a rich versatility of these theories and lively interaction between the mathematical theory of games and significant economic problems.

Author : Samuel Karlin
Publisher : Unknown
Page : 408 pages
File Size : 51,7 Mb
Release : 1959
Category : Economics, Mathematical
ISBN : UOM:39015000489313

Get Book

Mathematical Methods and Theory in Games, Programming, and Economics by Samuel Karlin Pdf

V. 1 : Matrix games, programming, and mathematical economics. v. 2 : The theory of infinite games.