An Introduction to Linear Programming and Game Theory / Edition 3

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Overview

An Introduction to Linear Programming and Game Theory, Third Edition presents a rigorous, yet accessible, introduction to the theoretical concepts and computational techniques of linear programming and game theory. Now with more extensive modeling exercises and detailed integer programming examples, this book uniquely illustrates how mathematics can be used in real-world applications in the social, life, and managerial sciences, providing readers with the opportunity to develop and apply their analytical abilities when solving realistic problems.

This Third Edition addresses various new topics and improvements in the field of mathematical programming, and it also presents two software programs, LP Assistant and the Solver add-in for Microsoft Office Excel, for solving linear programming problems. LP Assistant, developed by coauthor Gerard Keough, allows readers to perform the basic steps of the algorithms provided in the book and is freely available via the book's related Web site. The use of the sensitivity analysis report and integer programming algorithm from the Solver add-in for Microsoft Office Excel is introduced so readers can solve the book's linear and integer programming problems. A detailed appendix contains instructions for the use of both applications.

Additional features of the Third Edition include: A discussion of sensitivity analysis for the two-variable problem, along with new examples demonstrating integer programming, non-linear programming, and make vs. buy models, Revised proofs and a discussion on the relevance and solution of the dual problem, A section on developing an example in Data Envelopment Analysis, An outline of the proof of John Nash's theoremon the existence of equilibrium strategy pairs for non-cooperative, non-zero-sum games.

Providing a complete mathematical development of all presented concepts and examples, Introduction to Linear Programming and Game Theory, Third Edition is an ideal text for linear programming and mathematical modeling courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for professionals who use game theory in business, economics, and management science.

About the Author:
Paul R. Thie, PhD, is Professor Emeritus in the Department of Mathematics at Boston College

About the Author:
Gerard E. Keough, PhD, is Associate Professor and former chair of the Department of Mathematics at Boston College

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Product Details

  • ISBN-13: 9780470232866
  • Publisher: Wiley
  • Publication date: 8/11/2008
  • Edition description: New Edition
  • Edition number: 3
  • Pages: 480
  • Product dimensions: 6.40 (w) x 9.30 (h) x 1.10 (d)

Table of Contents

1 Mathematical Models 1

2 The Linear Programming Model 9

3 The Simplex Method 57

4 Duality 121

5 Sensitivity Analysis 161

6 Integer Programming 211

7 The Transportation Problem 251

8 Other Topics in Linear Programming 299

9 Two-Person, Zero-Sum Games 337

10 Other Topics in Game Theory 391

A Vectors and Matrices 417

B An Example of Cycling 421

C Efficiency of the Simplex Method 423

D LP Assistant 427

E Microsoft Excel and Solver 431

Bibliography 439

Solutions to Selected Problems 443

Index 457

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