Elements of concave analysis and applications

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"Concave analysis deals mainly with concave and quasi-concave functions, although convex and quasi-convex functions are considered because of their mutual inherent relationship. The aim of Elements of Concave Analysis and Applications is to provide a basic and self-contained introduction to concepts and detailed study of concave and convex functions. It is written in the style of a textbook, designed for courses in  Read more...

Abstract: "Concave analysis deals mainly with concave and quasi-concave functions, although convex and quasi-convex functions are considered because of their mutual inherent relationship. The aim of Elements of Concave Analysis and Applications is to provide a basic and self-contained introduction to concepts and detailed study of concave and convex functions. It is written in the style of a textbook, designed for courses in mathematical economics, finance, and manufacturing design. The suggested prerequisites are multivariate calculus, ordinary and elementary PDEs, and elementary probability theory."--Provided by publisher

Author(s): Kythe, Prem K
Edition: First edition
Publisher: CRC Press
Year: 2018

Language: English
Pages: 356
Tags: Concave functions -- Textbooks.;Convex functions -- Textbooks.;Functions of real variables -- Textbooks.;Matrices -- Textbooks.;MATHEMATICS -- Calculus.;MATHEMATICS -- Mathematical Analysis.;Concave functions.;Convex functions.;Functions of real variables.;Matrices.

Content: Matrix algebra --
Differential calculus --
Concave and convex functions --
Concave programming --
Convex programming --
Quasi-concave functions --
Quasi-convex functions --
Log-concave functions --
Quadratic programming --
Optimal control theory --
Demands --
Black-Scholes equation.