Bøger af Anna Nagurney

I Background.- 1 Introduction and Overview.- 1.1 Sources and Notes.- 2 Foundations of Financial Economics.- 2.1 Historic Overview.- 2.2 Utility Theory and Risk Aversion.- 2.3 Market Equilibrium.- 2.4 International Financial Economics.- 2.5 Sources and Notes.- II Methodological Foundations.- 3 Variational Inequalities.- 3.1 The Variational Inequality Problem.- 3.2 Qualitative Properties.- 3.3 Algorithms.- 3.3.1 Projection Methods.- 3.3.2 Basic Decomposition Algorithms.- 3.4 Sources and Notes.- 4 Projected Dynamical Systems.- 4.1 A Projected Dynamical System.- 4.2 Stability Analysis.- 4.3 Algorithms.- 4.4 Sources and Notes.- 5 Nonlinear Networks.- 5.1 Network Optimization Problems.- 5.1.1 Special Objective Functions.- 5.1.2 Special Network Topology.- 5.1.3 Special Objective Functions and Topologies.- 5.1.4 Separable Nonlinear Optimization Problem.- 5.2 Network Optimization Algorithms.- 5.2.1 The Primal Truncated Newton Method.- 5.2.2 The Splitting Equilibration Algorithm.- 5.2.3 An Exact Equilibration Algorithm.- 5.2.4 A Primal-Dual Decomposition Method.- 5.3 Network Equilibrium Problems.- 5.4 Network Equilibrium Algorithms.- 5.4.1 The Projection Method.- 5.4.2 A General Equilibration Algorithm for Separable Link.- Cost Functions.- 5.5 Dynamic Network Problems.- 5.5.1 Tatonnement Processes for Network Equilibrium Problems.- 5.5.2 Discrete Time Algorithms.- 5.6 Sources and Notes.- III Single Country Models.- 6 Static Single Country Models.- 6.1 A General Utility Function Model.- 6.1.1 Quadratic Utility Functions.- 6.2 Qualitative Properties.- 6.3 Network Optimization Reformulation.- 6.4 Computation of Financial Equilibria.- 6.4.1 The Modified Projection Method.- 6.4.2 The Primal-Dual Method.- 6.5 Sources and Notes.- 7 Static Single Country Hedging Models.- 7.1 Models with Futures.- 7.1.1 Quadratic Utility Functions.- 7.2 Qualitative Properties.- 7.3 Network Optimization Reformulation.- 7.4 Computation of Equilibria with Futures.- 7.4.1 Numerical Examples.- 7.5 Models with Options.- 7.6 Qualitative Properties.- 7.7 Network Optimization Reformulation.- 7.8 Sources and Notes.- 8 Dynamic Single Country Models.- 8.1 Dynamic Perfect Market Financial Models.- 8.1.1 A Dynamic General Utility Function Model.- 8.1.2 A Dynamic Financial Model with Futures.- 8.1.3 A Dynamic Financial Model with Options.- 8.2 Stability Analysis.- 8.3 A Discrete Time Algorithm.- 8.3.1 Euler Method for the Section 8.1.1 Model.- 8.3.2 Euler Method for the Section 8.1.2 Model.- 8.3.3 Euler Method for the Section 8.1.3 Model.- 8.3.4 Numerical Examples.- 8.4 Sources and Notes.- 9 Static Imperfect Market Models.- 9.1 A General Imperfect Market Model.- 9.1.1 Quadratic Utility Functions.- 9.2 Qualitative Properties.- 9.3 Network Optimization in a Special Case.- 9.4 Computation of Imperfect Market Equilibria.- 9.4.1 The Modified Projection Method.- 9.4.2 Numerical Examples.- 9.4.3 The Primal-Dual Method.- 9.5 Sources and Notes.- 10 Dynamic Imperfect Market Models.- 10.1 The Dynamic Imperfect Financial Model.- 10.2 Stability Analysis.- 10.3 A Discrete Time Algorithm.- 10.3.1 Numerical Examples.- 10.4 Sources and Notes.- IV International Models.- 11 International Financial Models.- 11.1 Static International Financial Models.- 11.1.1 Quadratic Utility Functions.- 11.2 Qualitative Properties.- 11.2.1 Comparative Statics.- 11.3 International Financial Adjustment Process.- 11.4 Stability Analysis.- 11.5 Network Optimization Reformulation.- 11.6 Computation of International Equilibria.- 11.6.1 The Modified Projection Method.- 11.6.2 The Euler Method.- 11.6.3 Numerical Examples.- 11.7 Sources and Notes.- 12 International Models with Hedging.- 12.1 International Hedging Models.- 12.1.1 Special Cases and Variants of the International Hedging Model.- 12.2 Qualitative Analysis.- 12.3 International Financial Adjustment Process.- 12.4 Stability Analysis.- 12.5 Network Optimization Reformulation.- 12.6 Computational Methods.- 12.6.1 Modified Projection Method.- 12.6.2 Euler Method...

This book lays the foundations for quality modeling and analysis in the context of supply chains through a synthesis of the economics, operations management, as well as operations research/management science literature on quality.

Equilibrium is a concept used in operations research and economics to understand the interplay of factors and problems arising from competitive systems in the economic world. new mathematical methods allowing researchers to combine other theoretical approaches with the projected dynamical systems approach;

The framework is both qualitative and computational and depends crucially on the methodologies of finite-dimensional variational inequality theory for the study of statics and equilibrium states and on projected dynamical systems for the study of dynamics and disequilibrium behavior.

These have occurred in an environment of an increasingly networked global economy, in which the importance of transportation networks and communication networks is now well-recognized, with net works such as knowledge networks, environmental networks, and finan cial networks receiving growing attention.

The authors of Networks AgainstTime claim that a unified supply chain network analytics framework isneeded which should be able to handle optimization and competitive behaviorwhile also maintain relevance to many industrial sectors in which perishableproducts are prominent, from healthcare to food and from fashion apparel totechnology.

Equilibrium is a concept used in operations research and economics to understand the interplay of factors and problems arising from competitive systems in the economic world. new mathematical methods allowing researchers to combine other theoretical approaches with the projected dynamical systems approach;