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Nonlinear Programming Techniques for Equilibria

Language EnglishEnglish
Book Hardback
Book Nonlinear Programming Techniques for Equilibria Giancarlo Bigi
Libristo code: 20085610
Publishers Springer Nature Switzerland AG, October 2018
This book considers a range of problems in operations research, which are formulated through various... Full description
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84.59 €
165.44  лв
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This book considers a range of problems in operations research, which are formulated through various mathematical models such as complementarity, variational inequalities, multiobjective optimization, fixed point problems, noncooperative games and inverse optimization. Moreover, the book subsumes all these models under a common structure that allows them to be formulated in a unique format: the Ky Fan inequality. It subsequently focuses on this unifying equilibrium format, providing a comprehensive overview of the main theoretical results and solution algorithms, together with a wealth of applications and numerical examples. Particular emphasis is placed on the role of nonlinear optimization techniques - e.g. convex optimization, nonsmooth calculus, proximal point and descent algorithms - as valuable tools for analyzing and solving Ky Fan inequalities.

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About the book

Full name Nonlinear Programming Techniques for Equilibria
Author Giancarlo Bigi, Marco Castellani, Massimo Pappalardo, Mauro Passacantando
Language English
Binding Book - Hardback
Date of issue 2018
Number of pages 120
EAN 9783030002046
ISBN 3030002047
Libristo code 20085610
Publishers Springer Nature Switzerland AG
Weight 366
Dimensions 155 x 235 x 10

Categories

Mathematics & Science > Mathematics > Optimization > Game theory
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Business & Management > Operational research
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