## Handbook of Mathematical Economics, Volume 1Kenneth J. Arrow, M.D. Intriligator, Werner Hildenbrand, Hugo Sonnenschein The Handbook of Mathematical Economics aims to provide a definitive source, reference, and teaching supplement for the field of mathematical economics. It surveys, as of the late 1970's the state of the art of mathematical economics. This is a constantly developing field and all authors were invited to review and to appraise the current status and recent developments in their presentations. In addition to its use as a reference, it is intended that this Handbook will assist researchers and students working in one branch of mathematical economics to become acquainted with other branches of this field. Volume 1 deals with Mathematical Methods in Economics, including reviews of the concepts and techniques that have been most useful for the mathematical development of economic theory.For more information on the Handbooks in Economics series, please see our home page on http://www.elsevier.nl/locate/hes |

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Handbook of Mathematical Economics, Volume 2 Michael David Intriligator,Kenneth J. Arrow No preview available - 1982 |

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algebra algorithm analysis applications assumed assumption Bar-Shalom Chapter classical programming compact competitive concave concave function consider constraint continuous control theory converges convex set correspondence cost-to-go covariance Debreu defined Definition demand functions deterministic differentiable discussion distribution dynamical system Econometrica Economic Review economic theory equilibrium equivalent example exists finite firm first-order conditions function f game theory given gradient Hildenbrand implies individual inequality inputs integrable Intriligator Journal of Economic Kendrick Kuhn–Tucker conditions Lagrange multipliers Lemma macroeconomic mapping mathematical economics mathematical programming matrix maximization maximum measurable functions measure space measure theory methods metric space non-negative nonlinear programming objective function open sets optimal control output parameters players preferences production programming problem Proof Proposition random variable result Review of Economic risk aversion satisfies Section sequence Shubik solution space of agents stability stochastic control subset systems equations Theorem topological uncertainty utility function vector York zero