Advances in mathematical economics volume 19 / / edited by Shigeo Kusuoka, Toru Maruyama

• Pubblicazione: Tokyo : , : Springer Japan : , : Imprint : Springer, , 2015
• Edizione: 1st ed. 2015.
• Descrizione fisica: 1 online resource (141 p.)
• Disciplina: 510; 519; 519.2
• Soggetto topico: Game theory; Probabilities; Game Theory, Economics, Social and Behav. Sciences; Probability Theory and Stochastic Processes
• Persona (resp. second.): KusuokaShigeo; MaruyamaToru
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Contents; On the Integration of Fuzzy Level Sets; 1 Introduction; 2 Integration of Convex Weak Star Compact Sets in a Dual Space; 3 Random Fuzzy Convex Upper Semicontinuous Integrands; 4 Expectation and Conditional Expectation of Level Sets; 5 SLLN for Fuzzy Random Variables in a Separable Banach Space; 6 Fuzzy Martingale and Integrand Martingale; References; A Theory for Estimating Consumer's Preference from Demand; 1 Introduction; 2 Preliminaries; 2.1 Basic Result; 2.2 Some Properties of Topologies; 2.3 On Differential Equations; 3 Main Results; 4 The Case of Corner Solutions; 5 Conclusion ; Appendix 1: Proof of Theorem 1Appendix 2: Proof of Theorem 2; References; Least Square Regression Methods for Bermudan Derivatives and Systems of Functions; 1 Introduction; 2 Preliminary Results; 3 Random Measures; 4 Proof of Theorem 1; 5 Re-simulation; 6 Brownian Motion Case; 7 A Remark on Hörmander Type Diffusion Processes; 8 A Random System of Piece-Wise Polynomials; References; Discrete Time Optimal Control Problems on Large Intervals; 1 Introduction; 2 The Turnpike Results for Discrete-Time Lagrange Problems; 3 Preliminaries ; 4 Structure of Solutions of Lagrange Problems in the Regions Close to the Endpoints5 The Turnpike Results for Discrete-Time Bolza Problems; 6 Structure of Solutions of Bolza Problems in the Regions Close to the Endpoints; 7 A Basic Lemma for Theorem 15; 8 Proof of Theorem 15; 9 Proof of Proposition 17; 10 Proof of Theorem 17; 11 Proof of Proposition 18; References; Index
• Sommario/riassunto: The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
• Titolo autorizzato: Advances in Mathematical Economics Volume 19
• ISBN: 4-431-55489-0
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910299775703321
• Lo trovi qui: Univ. Federico II
• Serie: Advances in Mathematical Economics, . 1866-2226 ; ; 19