Applications of Discrete Convex Analysis to Mathematical Economics

نویسنده

  • Akihisa Tamura
چکیده

Discrete convex analysis, which is a unified framework of discrete optimization, is being recognized as a basic tool for mathematical economics. This paper surveys the recent progress in applications of discrete convex analysis to mathematical economics.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A New Characterization of M^-convex Set Functions by Substitutability

The concepts of M-convex functions and M^-convex functions play central roles in the theory of discrete convex analysis which has been applied to mathematical economics. On the other hand, substitutability, which is a key property guaranteeing the existence of a stable matching in generalized stable marriage models, is known as a nice property in mathematical economics. In this paper, we introd...

متن کامل

Bernstein's polynomials for convex functions and related results

In this paper we establish several polynomials similar to Bernstein's polynomials and several refinements of  Hermite-Hadamard inequality for convex functions.

متن کامل

Non-homogeneous continuous and discrete gradient systems‎: ‎the quasi-convex case

‎In this paper‎, ‎first we study the weak and strong convergence of solutions to the‎ ‎following first order nonhomogeneous gradient system‎ ‎$$begin{cases}-x'(t)=nablaphi(x(t))+f(t), text{a.e. on} (0,infty)\‎‎x(0)=x_0in Hend{cases}$$ to a critical point of $phi$‎, ‎where‎ ‎$phi$ is a $C^1$ quasi-convex function on a real Hilbert space‎ ‎$H$ with ${rm Argmin}phineqvarnothing$ and $fin L^1(0...

متن کامل

MATHEMATICAL ENGINEERING TECHNICAL REPORTS On Infimal Convolution of M-Convex Functions

The infimal convolution of M-convex functions is M-convex. This is a fundamental fact in discrete convex analysis that is often useful in its application to mathematical economics and game theory. M-convexity and its variant called M-convexity are closely related to gross substitutability, and the infimal convolution operation corresponds to an aggregation. This note provides a succinct descrip...

متن کامل

A Defined Benefit Pension Fund ALM Model through Multistage Stochastic Programming

We consider an asset-liability management (ALM) problem for a defined benefit pension fund (PF). The PF manager is assumed to follow a maximal fund valuation problem facing an extended set of risk factors:  due to the longevity of the    PF members, the inflation affecting salaries in real terms and future incomes, interest rates and market factors affecting jointly the PF liability and asset p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2006