Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics

Müller, David

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.

Details

Published by: Springer Spektrum

Publication Date: 2024-11-19

Format: Paperback

ISBN-13: 9783658457044

DOI: 10.1007/978-3-658-45705-1

Dimensions: 210cm x148cm

Pages: 162