Advances in mathematical economics. Volume 19 ([2015])

• Record Type: Book
• Further Information: Note: Shigeo Kusuoka, Toru Maruyama, editors.
• Editors: Kusuoka, S (Shigeo), 1954-; Maruyama, Tōru
• 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.
• Publisher Details: Tokyo : Springer
• Publication Date: 2015
• Copyright Date: 2015
• Extent: 1 online resource (v, 138 pages), illustrations (some color)
• Subjects: 330.0151; Economics, Mathematical; Economics -- Mathematical models; Econometrics -- Mathematical models; Economics; Mathematics -- economics; BUSINESS & ECONOMICS -- Economics -- General; BUSINESS & ECONOMICS -- Reference; Econometrics -- Mathematical models; Economics, Mathematical; Economics -- Mathematical models; Mathematics; Game Theory, Economics, Social and Behav. Sciences; Probability Theory and Stochastic Processes; Electronic books
• Languages: English
• ISBNs: 9784431554899; 4431554890
• Related ISBNs: 9789811004759; 9811004757; 9784431554882; 4431554882
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed March 8, 2017).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.