LEADER 05575nam 2200697Ia 450 001 9910814707403321 005 20240404143843.0 010 $a1-281-96096-9 010 $a9786611960964 010 $a981-281-322-5 035 $a(CKB)1000000000538221 035 $a(EBL)1679633 035 $a(OCoLC)879023824 035 $a(SSID)ssj0000199177 035 $a(PQKBManifestationID)11183285 035 $a(PQKBTitleCode)TC0000199177 035 $a(PQKBWorkID)10184489 035 $a(PQKB)11624510 035 $a(MiAaPQ)EBC1679633 035 $a(WSP)00001986 035 $a(Au-PeEL)EBL1679633 035 $a(CaPaEBR)ebr10255683 035 $a(CaONFJC)MIL196096 035 $a(EXLCZ)991000000000538221 100 $a20080826d2008 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aMathematical programming and game theory for decision making /$feditors, S.K. Neogy ... [et al.] 205 $a1st ed. 210 $aSingapore ;$aHackensack, NJ $cWorld Scientific$dc2008 215 $a1 online resource (500 p.) 225 1 $aStatistical science and interdisciplinary research ;$vv. 1 300 $a"Platinum jubilee series." 311 $a981-281-321-7 320 $aIncludes bibliographical references. 327 $aContents; Foreword; Preface; Acknowledgments; 1. Mathematical Programming and its Applications in Finance L. C. Thomas; Abstract; 1.1 Introduction; 1.2 Portfolio Optimization; 1.3 Asset-liability Models; 1.4 Yield Curves; 1.5 Credit Scorecards; Bibliography; 2. Anti-stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix S. N. Kabadi and A. P. Punnen; Abstract; 2.1 Introduction; 2.2 Pivot Selection Rule; Bibliography; 3. A New Practically E cient Interior Point Method for Convex Quadratic Programming K. G. Murty; Abstract; 3.1 Introduction; 3.2 The Centering Strategy 327 $a3.3 Descent Step Using a Descent Direction 3.4 Descent Step Using the Touching Constraints; 3.5 The Algorithm; 3.6 Convergence Results; 3.7 The Case When the Matrix D is Not Positive Definite; Bibliography; 4. A General Framework for the Analysis of Sets of Constraints R. Caron and T. Traynor; Abstract; 4.1 Introduction; 4.2 The Set Covering Formulation; 4.3 Random Sampling; Acknowledgement; Bibliography; 5. Tolerance-based Algorithms for the Traveling Salesman Problem D. Ghosh, B. Goldengorin, G. Gutin and G. Jager; Abstract; 5.1 Introduction; 5.2 Some Relevant Concepts 327 $a5.2.1 The Relaxed Assignment Problem 5.2.2 Determining Tolerances for AP and RAP; 5.2.3 The Contraction Procedure and a Greedy Algorithm; 5.3 Tolerance-based Greedy Algorithms; 5.4 Computational Experience; 5.5 Summary and Future Research Directions; Bibliography; 6. On the Membership Problem of the Pedigree Polytope T. S. Arthanari; Abstract; 6.1 Introduction; 6.1.1 Computational Complexity, Polytopes and Efficiency; 6.2 Preliminaries & Notations; 6.2.1 Rigid, Dummy arcs in a Capacited Transportation Problem; 6.2.2 Definition of the Pedigree Polytope 327 $a6.2.3 Multistage Insertion and Related Results 6.3 Polytopes and Efficiency; 6.3.0.1 Problems Related to Polytopes; 6.3.1 Properties of the Polytope, conv(An); 6.4 Construction of the Layered Network N; 6.5 Necessity of Fk Feasibility for Membership; 6.6 Pedigree Packability; 6.7 A Multicommodity Flow Problem to Check Member- ship; 6.8 Computational Complexity of Checking the Necessary Condition; 6.9 Concluding Remarks; Acknowledgements; Bibliography; 7. Exact Algorithms for a One-defective Vertex Colouring Problem N. Achuthan, N. R. Achuthan and R. Collinson; Abstract; 7.1 Introduction 327 $a7.2 Sequential Colouring Heuristics for k-DVCP7.3 Implicit Enumeration Algorithms for 1-DVCP ; 7.4 Computational Performance of the Algorithms; Acknowledgement; Bibliography; 8. Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model S. K. Neogy, A. K. Das and P. Das; Abstract; 8.1 Introduction; 8.2 Preliminaries; 8.3 Main Results; 8.4 Computing VLCP Solution Using the Neural Network Dynamics; 8.4.1 Proposed Neural Network Dynamics; 8.5 Simulation Results; Bibliography 327 $a9. Fuzzy Twin Support Vector Machines for Pattern Classification R. Khemchandani, Jayadeva and S. Chandra 330 $aThis edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel 410 0$aStatistical science and interdisciplinary research ;$vv. 1. 606 $aProgramming (Mathematics) 606 $aGame theory 606 $aDecision making$xMathematical models 615 0$aProgramming (Mathematics) 615 0$aGame theory. 615 0$aDecision making$xMathematical models. 676 $a519.7 701 $aNeogy$b S. K$01609640 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910814707403321 996 $aMathematical programming and game theory for decision making$93936966 997 $aUNINA