Mathematical Programming and Game Theory for Decision Making

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Overview

This book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications.
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Product Details

  • ISBN-13: 9789812813213
  • Publisher: World Scientific Publishing Company, Incorporated
  • Publication date: 4/28/2008
  • Pages: 500
  • Product dimensions: 6.10 (w) x 9.00 (h) x 1.20 (d)

Table of Contents

1 Mathematical Programming and its Applications in Finance L. C. Thomas Thomas, L. C. 1

2 Anti-stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix S. N. Kabadi Kabadi, S. N. A. P. Punnen Punnen, A. P. 15

3 A New Practically Efficient Interior Point Method for Convex Quadratic Programming K. G. Murty Murty, K. G. 21

4 A General Framework for the Analysis of Sets of Constraints R. Caron Caron, R. T. Traynor Traynor, T. 33

5 Tolerance-based Algorithms for the Traveling Salesman Problem D. Ghosh Ghosh, D. B. Goldengorin Goldengorin, B. C. Cutin Cutin, C. C. Jager Jager, C. 47

6 On the Membership Problem of the Pedigree Polytope T. S. Arthanari Arthanari, T. S. 61

7 Exact Algorithms for a One-defective Vertex Colouring Problem N. Achuthan Achuthan, N. N. R. Achuthan Achuthan, N. R. R. Collinson Collinson, R. 99

8 Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model S. K. Neogy Neogy, S. K. A. K. Das Das, A. K. P. Das Das, P. 113

9 Fuzzy Twin Support Vector Machines for Pattern Classification R. Khemchandani Khemchandani, R. Jayadeva S. Chandra Chandra, S. 131

10 An Overview of the Minimum Sum of Absolute Errors Regression S. C. Narula Narula, S. C. J. F. Wellington Wellington, J. F. 143

11 Hedging against the Market with No Short Selling S. A. Clark Clark, S. A. C. Srinivasan Srinivasan, C. 169

12 Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra through Network analysis H. Narayanan Narayanan, H. 187

13 Dynamic Optimal Control Policy in Price and Quality for High Technology Product A. K. Bardhan Bardhan, A. K. U. Chanda Chanda, U. 213

14Forecasting for Supply Chain and Portfolio Management K. G. Murty Murty, K. G. 231

15 Variational Analysis in Bilevel Programming S. Dempe Dempe, S. J. Dutta Dutta, J. B. S. Mordukhovich Mordukhovich, B. S. 257

16 Game Engineering R. J. Aumann Aumann, R. J. 279

17 Games of Connectivity P. Dubey Dubey, P. R. Garg Garg, R. 287

18 A Robust Feedback Nash Equilibrium in a Climate Change Policy Game M. Hennlock Hennlock, M. 305

19 De Facto Delegation and Proposer Rules H. Imai Imai, H. K. Yonezaki Yonezaki, K. 327

20 The Bargaining Set in Effectivity Function D. Razafimahatolotra Razafimahatolotra, D. 339

21 Dynamic Oligopoly as a Mixed Large Game - Toy Market A. Wiszniewska-Matyszkiel Wiszniewska-Matyszkiel, A. 369

22 On Some Classes of Balanced Games R. B. Bapat Bapat, R. B. 391

23 Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TV Games S. Lahiri Lahiri, S. 401

24 Continuity, Manifolds, and Arrow's Social Choice Problem K. Saukkonen Saukkonen, K. 415

25 On a Mixture Class of Stochastic Game with Ordered Field Property S. K. Neogy Neogy, S. K. A. K. Das Das, A. K. S. Sinha Sinha, S. A. Gupta Gupta, A. 451

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