Algorithmic Aspects of Discrete Choice in Convex Optimization / / by David Müller

• Autore: Müller David
• Pubblicazione: Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2024
• Edizione: 1st ed. 2024.
• Descrizione fisica: 1 online resource (169 pages)
• Disciplina: 519
• Soggetto topico: Social sciences - Mathematics; Business mathematics; Mathematics in Business, Economics and Finance; Business Mathematics
• Nota di contenuto: Introduction -- Discrete Choice Models -- Discrete Choice Prox-Functions -- Consumption Cycle -- Network Manipulation -- Dynamic Pricing.
• Sommario/riassunto: This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. The central aspect is to derive new prox-functions from discrete choice surplus functions, which are then incorporated into convex optimization schemes. The book provides further economic applications of discrete choice prox-functions within the context of convex optimization such as network manipulation based on alternating minimization and dynamic pricing for online marketplaces. About the author David Müller is a data scientist and former postdoc at the Chair of Business Mathematics at Chemnitz University of Technology. His research focuses on algorithmic and big data aspects of discrete choice models as well as machine learning and non-smooth optimisation.
• Titolo autorizzato: Algorithmic Aspects of Discrete Choice in Convex Optimization
• ISBN: 9783658457051
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910908364903321
• Lo trovi qui: Univ. Federico II
• Serie: Mathematische Optimierung und Wirtschaftsmathematik / Mathematical Optimization and Economathematics, . 2523-7934