Elements of concave analysis and applications
By: Kythe, Prem K
Material type:
BookPublisher: Boca Raton, Florida : CRC Press, c2018.Description: xxii, 356 p. : ill. ; 25 cm.ISBN: 9781138705289Subject(s): Concave functions -- Textbooks | Convex functions -- Textbooks | Functions of real variables -- Textbooks | Matrices -- TextbooksDDC classification: 515.88 KY EL Online resources: Location Map | Item type | Home library | Call number | Status | Notes | Date due | Barcode | Item holds |
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| REGULAR | University of Wollongong in Dubai Main Collection | 515.88 KY EL (Browse shelf) | Available | June2018 | T0059984 |
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| 515.83 FA FR Fractional calculus and fractional processes with applications to financial economics | 515.83 HE FR Fractional calculus : | 515.83 OS DI Discrete fractional calculus : | 515.88 KY EL Elements of concave analysis and applications | 515.9 CO RO The corona problem: | 516 MA AP Applied geometry for computer graphics and CAD / | 516 MA AP Applied geometry for computer graphics and CAD / |
Includes bibliographical references and index.
Preface1 Matrix Algebra2 Differential Calculus3 Concave and Convex Functions4 Concave Programming5 Convex Programming6 Quasi-Concave Functions7 Quasi-Convex Functions8 Log-concave Functions9 Quadratic Programming10 Optimal Control Theory11 Demands12 Black-Scholes EquationAppendices:A Probability TopicsB Differentiation of OperatorsC DistributionsD Laplace TransformsE Implicit Function TheoremF Locally Nonsatiated Function.
Concave analysis deals mainly with concave and quasi-concave functions, although convex and quasi-convex functions are considered because of their mutual inherent relationship. The aim of Elements of Concave Analysis and Applications is to provide a basic and self‐contained introduction to concepts and detailed study of concave and convex functions. It is written in the style of a textbook, designed for courses in mathematical economics, finance, and manufacturing design. The suggested prerequisites are multivariate calculus, ordinary and elementary PDEs, and elementary probability theory.