Elements of concave analysis and applications
Prem K. Kythe
- Boca Raton, Florida : CRC Press, c2018.
- xxii, 356 p. : ill. ; 25 cm.
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 selfâcontained 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.
9781138705289
2018006905
Concave functions--Textbooks Convex functions--Textbooks Functions of real variables--Textbooks Matrices--Textbooks