Optimization Books

In recent years, agent-based simulation has become a widely accepted tool when dealing with complexity in economics and other social sciences. The contributions presented in this book apply agent-based methods to derive results...

Control theory provides a large set of theoretical and computational tools with applications in a wide range of ?elds, running from "pure" branches of mathematics, like geometry, to more applied areas where the objective is to...

The transportation problem can be formalized as the problem of ?nding + ? the optimal paths to transport a measure ? onto a measure ? with the same mass. In contrast with the Monge-Kantorovich formalization, recent approaches...

hebookpresentedtothereaderisdevotedtotime-dependentscheduling. TScheduling problems, in general, consist in the allocation of resources over time in order to perform a set of jobs. Any allocation that meets all requirements...

This work uses various model frameworks to study the evolution of equilibria in an open loop evolving economy in which the model characteristics evolve without any directional restrictions except for continuity. Applying...

This volume contains a selection consisting of the best papers presented at the FUR XII conference, held at LUISS in Roma, Italy, in June 2006, organized by John Hey and Daniela Di Cagno. The objectives of the FUR (Foundations...

There is convergent consensus among scientists that many social, economic and ?nancial phenomena can be described by a network of agents and their inter- tions. Surprisingly, even though the application ?elds are quite...

In this book, leading experts in international negotiations present formal models of conflict resolution and international negotiations. It examines how the abstract concept of formal models can be made more understandable to...

This volume on experimental economics offers both new research grounds and a bird's eye view on the field. In the first part, leading experimental economists, among them Vernon S. Smith and Daniel Friedman, give inspiring...

The Bachelier Society for Mathematical Finance held its first World Congress in Paris last year, and coincided with the centenary of Louis Bacheliers thesis defence. In his thesis Bachelier introduces Brownian motion as a tool...

The purpose of this book is to provide readers with an introduction to the very active field of integer programming and network models. The idea is to cover the main parts of the field without being too detailed or too...

3 Domenico Delli Gatti!, Mauro GallegatF, Alan P. Kirman ! ITEMQ, Catholic University, Milan, Italy 2 MET, University of Teramo, Italy 3 GREQAM, Universite d'Aix-Marseille, Ecole des Hautes Etudes en Sciences Sociales, and...

To write everything about nothing, or to write nothing about everything: this is the problem. (Anonym, circa 1996-97) The first idea to write a book on M athematical Economics, more or less ordered in a historical sequence,...

The only monograph on the topic, this book concerns geometric methods in the theory of differential equations with quadratic right-hand sides, closely related to the calculus of variations and optimal control theory. Based on...

Integer Optimization addresses a wide spectrum of practically important optimization problems and represents a major challenge for algorithmics. The goal of integer optimization is to solve a system of constraints and ...

From the reviews: "Do you know M.Padberg's Linear Optimization and Extensions? [...] Now here is the continuation of it, discussing the solutions of all its exercises and with detailed analysis of the applications mentioned...

The fact that I have the opportunity to present a second edition of this monograph is an indicator for the growing size of the community concerned with agent-based computational economics. The rapid developments in this field...

Optimization problems arising in practice usually contain several random parameters. Hence, in order to obtain optimal solutions being robust with respect to random parameter variations, the mostly available statistical...

Significant research activity has occurred in the area of global optimization in recent years. Many new theoretical, algorithmic, and computational contributions have resulted. Despite the major importance of test problems for...

The fields of integer programming and combinatorial optimization continue to be areas of great vitality, with an ever increasing number of publications and journals appearing. A classified bibliography thus continues to be...

This book deals with algebraic criteria for root clustering (inclusion) in general regions in the complex plane. It is based on the view that there are three approaches to root clustering: composite matrices and polynomial...

McrM has been an active research area for over 20 years and the previous conferences clearly showed a tremendous growth of interest. A variety of successful applications and recent developments of interactive computer software...

The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic...

The field of modern mathematical system theory has its origins in the work of R.E. Kalman in the late fifties. It came to a rapid development in the early sixties, and has seen a continuing and still growing stream of ...

This monograph considers stochastic models for laser propagation in atmospheric turbulence in a Hilbert space context. The laser beam intensity is formulated as the solution to a random Schroedinger equation. This model is...

This book is a research monograph that addresses the basic issues in controlling large, flexible space structures (LFSS), and presents some controller synthesis methods developed by the author. The main problem considered is...

This book is written in honour of Professor Lars H. Zetterberg, who is the pioneer of information and coding theory in Sweden, and his direct and indirect influence on the evaluation in Sweden of these topics is quite ...

In deterministic identification the identified system is determined on the basis of a complexity measure of models and a misfit measure of models with respect to data. The choice of these measures and corresponding notions of...

The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of...

The main objective of this monograph is to develop efficient techniques for tackling the control problems of partially-known dynamical systems. This broad class of systems has a fundamental feature: Knowledge of the dynamic...

This conference on nonlinear control theory was organized within a special "Nonlinear Year" of the French "Centre National de la Recherche Scientifique". This volume is a collection of invited papers giving an overview of new...

This monograph is sums up the development of singular system theory and provides the control circle with a systematic theory of the system. It focuses on the analysis and synthesis of singular control systems. Its distinctive...

This two-volume treatise is a standard reference in the field. It pays special attention to the historical aspects and the origins partly in applied problems-such as those of geometric optics-of parts of the theory. It contains...

Because of the clearly important role cooperative systems play in areas such as military sciences, biology, communications, robotics, and economics, just to name a few, the study of cooperative systems has intensified. This...

This book proposes an integrated approach to patent risk and capital budgeting in pharmaceutical research and development (R and D), developing an option-based view (OBV) of imperfect patent protection, which draws upon...

We are pleased to help celebrate Roy Radner's 75th birthday, by issuing in one volume the papers that originally appeared in his honor in two special issues of Review of Economic Design (Vol. 6/2 and 6/3-4, 2001). Through his...

Le but de cet ouvrage est de faire une présentation complète et auto contenue de l'équivalence entre les Oracles Séparer, Optimiser et Appartenir en Optimisation Polyédrale.

We live in an uncertain world, is a truism most of us hear more often than we would like. What one usually means to say by this is that we do not know what will happen in the future. Since changes, even major ones, have...

This book contains essays in honour of Claus Weddepohl who, after 22 years, is retiring as professor of mathematical economics at the Department of Quantitative Economics of the University of Amsterdam. Claus Weddepohl may be...

The topology optimization method solves the basic enginee- ring problem of distributing a limited amount of material in a design space. The first edition of this book has become the standard text on optimal design which is...

These proceedings are from a conference held at the Centre for Regional Science (CERUM) at Umea Umeâ University, Sweden, 17-18 June 2001. Unlike Un1ike many conference proceedings, this volume contains only on1y invited invited...

Gegenstand dieses Buches sind die Entscheidungstheorie und die Spieltheorie. Die Entscheidungstheorie behandelt Entscheidungen eines einzelnen Agenten bei Unsicherheit, also entweder bei Risiko (dem Agenten sind ...

This tutorial contains written versions of seven lectures on Computational Combinatorial Optimization given by leading members of the optimization community. The lectures introduce modern combinatorial optimization techniques,...