Mathematical Programming and Game Theory for Decision Making

Front Cover
World Scientific, 2008 - Mathematics - 477 pages
0 Reviews
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.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

1 Mathematical Programming and its Applications in Finance L C Thomas
1
2 Antistalling Pivot Rule for Linear Programs with Totally Unimodular Coe cient Matrix S N Kabadi and A P Punnen
15
3 A New Practically E cient Interior Point Method for Convex Quadratic Programming K G Murty
21
4 A General Framework for the Analysis of Sets of Constraints R Caron and T Traynor
33
5 Tolerancebased Algorithms for the Traveling Salesman Problem D Ghosh B Goldengorin G Gutin and G J ager
47
6 On the Membership Problem of the Pedigree Polytope T S Arthanari
61
7 Exact Algorithms for a Onedefective Vertex Colouring Problem N Achuthan N R Achuthan and R Collinson
99
8 Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model S K Neogy A K Das and P Das
113
14 Forecasting for Supply Chain and Portfolio Management K G Murty
231
15 Variational Analysis in Bilevel Programming S Dempe J Dutta and B S Mordukhovich
257
16 Game Engineering R J Aumann
279
17 Games of Connectivity P Dubey and R Garg
287
18 A Robust Feedback Nash Equilibrium in a Climate Change Policy Game M Hennlock
305
19 De Facto Delegation and Proposer Rules H Imai and K Yonezaki
327
20 The Bargaining Set in E ectivity Function D Raza mahatolotra
339
21 Dynamic Oligopoly as a Mixed Large Game Toy Market A WiszniewskaMatyszkiel
369

9 Fuzzy Twin Support Vector Machines for Pattern Classi cation R Khemchandani Jayadeva and S Chandra
131
10 An Overview of the Minimum Sum of Absolute Errors Regression S C Narula and J F Wellington
143
11 Hedging against the Market with No Short Selling S A Clark and C Srinivasan
169
Computational Linear Algebra through Network analysis H Narayanan
187
13 Dynamic Optimal Control Policy in Price and Quality for High Technology Product A K Bardhan and U Chanda
213
22 On Some Classes of Balanced Games R B Bapat
391
23 Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games S Lahiri
401
24 Continuity Manifolds and Arrows Social Choice Problem K Saukkonen
415
25 On a Mixture Class of Stochastic Game with Ordered Field Property S K Neogy A K Das S Sinha and A Gupta
451
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information