Elements of Concave Analysis and Applications: 1st Edition (Hardback) book cover

Elements of Concave Analysis and Applications

1st Edition

By Prem K. Kythe

Chapman and Hall/CRC

356 pages | 74 B/W Illus.

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pub: 2018-05-15
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Description

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.

Table of Contents

Preface

1 Matrix Algebra

2 Differential Calculus

3 Concave and Convex Functions

4 Concave Programming

5 Convex Programming

6 Quasi-Concave Functions

7 Quasi-Convex Functions

8 Log-concave Functions

9 Quadratic Programming

10 Optimal Control Theory

11 Demands

12 Black-Scholes Equation

Appendices:

A Probability Topics

B Differentiation of Operators

C Distributions

D Laplace Transforms

E Implicit Function Theorem

F Locally Nonsatiated Function

About the Author

Prem K. Kythe is a Professor Emeritus of Mathematics at the University of New Orleans. He is the author/co-author of 11 books and author of 46 research papers. His research interests encompass the fields of complex analysis, continuum mechanics, and wave theory, including boundary element methods, finite element methods, conformal mappings, PDEs and boundary value problems, linear integral equations, computation integration, fundamental solutions of differential operators, Green’s functions, and coding theory.

Subject Categories

BISAC Subject Codes/Headings:
BUS049000
BUSINESS & ECONOMICS / Operations Research
MAT000000
MATHEMATICS / General
MAT003000
MATHEMATICS / Applied
MAT037000
MATHEMATICS / Functional Analysis