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1. Mathematical Modeling of Collective Behavior in Socio-Economic and Life Sciences
edited by Giovanni Naldi, Lorenzo Pareschi, Giuseppe Toscani
出版情報: Boston : Springer Science+Business Media, LLC, 2010
シリーズ名: Modeling and Simulation in Science, Engineering and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4946-3
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2. Mathematical and Statistical Methods for Actuarial Sciences and Finance
edited by Marco Corazza, Claudio Pizzi
出版情報: Milano : Springer-Verlag Milan, 2010
オンライン: http://dx.doi.org/10.1007/978-88-470-1481-7
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3. Fixed Point Theory in Ordered Sets and Applications : From Differential and Integral Equations to Game Theory
by Siegfried Carl, Seppo Heikkilä
出版情報: New York, NY : Springer Science+Business Media, LLC, 2011
オンライン: http://dx.doi.org/10.1007/978-1-4419-7585-0
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4. Advances in Dynamic Games : Theory, Applications, and Numerical Methods for Differential and Stochastic Games
edited by Michèle Breton, Krzysztof Szajowski
出版情報: Boston : Springer Science+Business Media, LLC, 2011
シリーズ名: Annals of the International Society of Dynamic Games ; 11
オンライン: http://dx.doi.org/10.1007/978-0-8176-8089-3
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5. Multicriteria Analysis : Applications to Water and Environment Management
by Mahdi Zarghami, Ferenc Szidarovszky
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
オンライン: http://dx.doi.org/10.1007/978-3-642-17937-2
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6. Viability Theory : New Directions
by Jean-Pierre Aubin, Alexandre M. Bayen, Patrick Saint-Pierre
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2011
オンライン: http://dx.doi.org/10.1007/978-3-642-16684-6
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7. Mathematical Modeling, Simulation, Visualization and e-Learning
edited by Dialla Konaté
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2008
オンライン: http://dx.doi.org/10.1007/978-3-540-74339-2
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8. Stochastic Control in Discrete and Continuous Time
by Atle Seierstad
出版情報: Boston, MA : Springer-Verlag US, 2009
オンライン: http://dx.doi.org/10.1007/978-0-387-76617-1
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9. Path Player Games : Analysis and Applications
by Silvia Schwarze
出版情報: Boston, MA : Springer-Verlag US, 2009
シリーズ名: Springer Optimization and Its Applications ; 24
オンライン: http://dx.doi.org/10.1007/978-0-387-77928-7
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10. Queueing Theory : A Linear Algebraic Approach
by Lester Lipsky
出版情報: New York, NY : Springer Science+Business Media, LLC, 2009
オンライン: http://dx.doi.org/10.1007/ 978-0-387-49706-8
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11. Mathematical and Statistical Methods for Actuarial Sciences and Finance
edited by Cira Perna, Marilena Sibillo
出版情報: Milano : Springer Milan, 2012
オンライン: http://dx.doi.org/10.1007/978-88-470-2342-0
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12. Subgame Consistent Economic Optimization : An Advanced Cooperative Dynamic Game Analysis
by David W.K. Yeung, Leon A. Petrosyan
出版情報: Boston : Springer Science+Business Media, LLC, 2012
シリーズ名: Static & Dynamic Game Theory: Foundations & Applications ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8262-0
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13. Advances in Dynamic Games : Theory, Applications, and Numerical Methods for Differential and Stochastic Games
edited by Pierre Cardaliaguet, Ross Cressman
出版情報: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2013
シリーズ名: Annals of the International Society of Dynamic Games ; 12
オンライン: http://dx.doi.org/10.1007/978-0-8176-8355-9
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目次情報: 続きを見る
Part I Evolutionary Games
1 Some Generalizations of a Mutual Mate Choice Problem with Age Preferences
2 Signalling Victory to Ensure Dominance: A Continuous Model
3 Evolutionary Games for Multiple Access Control
4 Join Forces or Cheat: Evolutionary Analysis of a Consumer-Resource System
Part II Dynamic and Differential Games: Theoretical Developments
5 Strong Strategic Support of Cooperative Solutions in Differential Games
6 Characterization of Feedback Nash Equilibrium for Differential Games
7 Nash Equilibrium Payoffs in Mixed Strategies
8 A Penalty Method Approach for Open-Loop Variational Games with Equality Constraints
9 Nash Equilibrium Seeking for Dynamic Systems with Non-Quadratic Payoffs
10 A Uniform Tauberian Theorem in Optimal Control
11 E-equilibria for Multicriteria Games
12 Mean Field Games with Quadratic Hamiltonian: A Constructive Scheme
Part III Pursuit-Evasion Games and Search Games
13 Differential Game-Theoretic Approach to a Spatial Jamming Problem
14 Study of Linear Game with Two Pursuers and One Evader: Different Strength of Pursuers
15 Salvo Enhanced No Escape Zone
16 One Method of Solving Differential Games Under Integrally Constrained Controls
17 Anglers' Fishing Problem
18 A Nonzero-Sum Search Game with Two Competitive Searchers and a Target
Part IV Applications of Dynamic Games
19 Advertising and Price to Sustain the Brand Value in a Licensing Contract
20 Cost-Revenue Sharing in a Closed-Loop Supply Chain
Part I Evolutionary Games
1 Some Generalizations of a Mutual Mate Choice Problem with Age Preferences
2 Signalling Victory to Ensure Dominance: A Continuous Model
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14. The Interval Market Model in Mathematical Finance : Game-Theoretic Methods
by Pierre Bernhard, Jacob C. Engwerda, Berend Roorda, J.M. Schumacher, Vassili Kolokoltsov, Patrick Saint-Pierre, Jean-Pierre Aubin
出版情報: New York, NY : Springer New York : Imprint: Birkhäuser, 2013
シリーズ名: Static & Dynamic Game Theory: Foundations & Applications ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-8388-7
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目次情報: 続きを見る
Preface
Part I Revisiting Two Classic Results in Dynamic Portfolio Management
Merton’s Optimal Dynamic Portfolio Revisited
Option Pricing: Classic Results
Introduction
Part II Hedging in Interval Models
Fair Price Intervals
Optimal Hedging Under Robust-Cost Constraints
Appendix: Proofs
Continuous and Discrete-Time Option Pricing and Interval Market Model
Part III Robust-Control Approach to Option Pricing
Vanilla Options
Digital Options
Validation
Part IV Game-Theoretic Analysis of Rainbow Options in Incomplete Markets
Emergence of Risk-Neutral Probabilities
Rainbow Options in Discrete Time, I
Rainbow Options in Discrete Time, II
Continuous-Time Limits
Credit Derivatives
Computational Methods Based on the Guaranteed Capture Basin Algorithm
Viability Approach to Complex Option Pricing and Portfolio Insurance
Asset and Liability Insurance Management (ALIM) for Risk Eradication
References
Index.
Preface
Part I Revisiting Two Classic Results in Dynamic Portfolio Management
Merton’s Optimal Dynamic Portfolio Revisited
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15. Complex Systems and Society : Modeling and Simulation
by Nicola Bellomo, Giulia Ajmone Marsan, Andrea Tosin
出版情報: New York, NY : Springer New York : Imprint: Springer, 2013
シリーズ名: SpringerBriefs in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-1-4614-7242-1
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目次情報: 続きを見る
1. The Role of Individual Behaviors in Socio-Economic Sciences
2. Mathematical Tools for Modeling Social Complex Systems
3. Modeling Cooperation and Competition in Socio-Economic Systems
4. Welfare Policy: Applications and Simulations
5. Forward Look at Research Perspectives
References
1. The Role of Individual Behaviors in Socio-Economic Sciences
2. Mathematical Tools for Modeling Social Complex Systems
3. Modeling Cooperation and Competition in Socio-Economic Systems
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16. Introduction to Quantitative Methods for Financial Markets
by Hansjoerg Albrecher, Andreas Binder, Volkmar Lautscham, Philipp Mayer
出版情報: Basel : Springer Basel : Imprint: Birkhäuser, 2013
シリーズ名: Compact Textbooks in Mathematics ;
オンライン: http://dx.doi.org/10.1007/978-3-0348-0519-3
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目次情報: 続きを見る
I Interest Rates
II Financial Products
III The No-Arbitrage Principle
IV European and American Options
The Binomial Option Pricing Model
VI The Black-Scholes Model
VII The Black-Scholes Formula
VIII Stock-Price Models
IX Interest Rate Models and the Valuation of Interest Rate Derivatives
X Numerical Tools
XI Simulation Methods
XII Calibrating Models – Inverse Problems
XIII Case Studies: Exotic Derivatives
XIV Portfolio-Optimization
XV Introduction to Credit Risk Models
I Interest Rates
II Financial Products
III The No-Arbitrage Principle
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17. Advances in Dynamic Games : Theory, Applications, and Numerical Methods
edited by Vlastimil Křivan, Georges Zaccour
出版情報: Cham : Springer International Publishing : Imprint: Birkhäuser, 2013
シリーズ名: Annals of the International Society of Dynamic Games ; 13
オンライン: http://dx.doi.org/10.1007/978-3-319-02690-9
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Part I Dynamic Games: Theory and Computation
1 Relative Value Iteration for Stochastic Differential Games
2 OPTGAME3: A Dynamic Game Solver and an Economic Example
3 Dynamic Programming Approach to Aircraft Control in a Windshear
4 Existence of Optimal Controls for a Bi-Level Optimal Control Problem
5 Static Linear-Quadratic Gaussian Games
6 Interior Convergence Under Payoff Monotone Selections and Proper Equilibrium: Application to Equilibrium Selection
Part II Dynamic Games: Applications
7 Should a Retailer Support a Quality Improvements Strategy?
8 A Large Population Parental Care Game with Asynchronous Moves
9 Conditions for Cooperation and Trading in Value-Cost Dynamic Games
10 Intra-seasonal Strategies Based on Energy Budgets in a Dynamic Predator-Prey Game
11 On a Game-Theoretic Model of Environmental Pollution Problem
Part III Pursuit-Evasion Games 12 Open-Loop Solvability Operator in Differential Games with Simple Motions in the Plane
13 Game with Two Pursuers and One Evader: Case of Weak Pursuers
14 Collaborative Interception of Moving Re-Locatable Target
15 The Effect of Pursuer Dynamics on the Value of Linear
Pursuit-Evasion Games with Bounded Controls.
Part I Dynamic Games: Theory and Computation
1 Relative Value Iteration for Stochastic Differential Games
2 OPTGAME3: A Dynamic Game Solver and an Economic Example
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18. Modeling, Dynamics, Optimization and Bioeconomics I : Contributions from ICMOD 2010 and the 5th Bioeconomy Conference 2012
edited by Alberto Adrego Pinto, David Zilberman
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2014
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 73
オンライン: http://dx.doi.org/10.1007/978-3-319-04849-9
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目次情報: 続きを見る
1 Optimal localization of firms in Hotelling networks: A.A. Pinto et al
2 Dynamic Management of Fossil Fuel, Biofuel and Solar Energy: S. Kaplan et al
3 On the Dynamics and Effects of Corruption on Environmental Protection: E. Accinelli et al
4 A Bayesian Pricing Model for Cat Bonds: F. Ahrens et al
5 Properties and Comparative-Static Effects in Models of Decision under Uncertainty: Applications to the Theory of the Firm: A.A. Álvarez-López et al
6 On Sensitive Dependence on Initial Conditions and Existence of Physical Measure for 3-Flows: V. Araújo
7 Thermodynamic Formalism for the General One-Dimensional Model: Positive and Zero Temperature: A. T. Baraviera et al
8 Impact of Political Economy and Logistical Constraints on Assessments of Biomass Energy Potential: New Jersey as a Case Study: M. Brennan-Tonetta et al
9 Modelling Decentralized Interaction in a Monopolistic Competitive Market: J. Gabriel Brida et al
10 Measuring the Effectiveness of an E-Commerce Site Through Web and Sales Activity: A. Ribeiro Carneiro et al
11 Worldwide Survey of Biodegradable Feedstocks, Waste-to-Energy Technologies and Adoption of Technologies: M. Centore et al
12 Ergodic Transport Theory, Periodic Maximizing Probabilities and the Twist Condition: G. Contreras et al
13 Measuring the Welfare Impact of Biofuel Policies: a Review of Methods and Findings from Numerical Models: Ch.L. Crago
14 Advanced Mathematical and Statistical Tools in the Dynamic Modeling and Simulation of Gene-Environment Regulatory Networks: Özlem Defterli et al
15 BHP Universality in Energy Sources: H. Ferreira et al
16 Dynamical Phase Transition in Slowed Exclusion Processes: T. Franco et al
17 Cooperative Ellipsoidal Games: a Survey: S.Z. Alparslan Gök et al
18 Zeta Functions and Continuous Time Dynamics: P. Giulietti
19 Diffusion Dynamics in Economics: an Application to the Effects of Fiscal Policy: Orlando Gomes
20 Occupation Times of Exclusion Processes: P. Goncalves
21 Error Estimates for a Coupled Continuous-Discontinuous FEM for the Two-Layer Shallow Water Equations: P.S. Goncalves et al
22 Bankruptcy Triggering Asset Value – Continuous Time Finance Approach: K. Janda et al
23 Economic Impact Analysis of Potential Trade Restrictions on Biotech Maize in Latin American Countries: N. Kalaitzandonakes et al
24 Estimating the Extent of Spatial Externalities from VC Funding on Bioinnovation: Ch. Kolympiris et al
25 Inverse Problems in Complex Multi-Modal Regulatory Networks Based on Uncertain Clustered Data: E. Kropat et al
26 Financial Bubbles: E. Kürüm et al
27 Modern Applied Mathematics for Alternative Modeling of the Atmospheric Effects on Satellite Images: S. Kuter et al
28 Modeling Ethanol Investment Decisions: C.-Y. Cynthia Lin
29 Ethanol and Distiller’s Grain: Implications of the Multiproduct Firm on United States Bioenergy Policy: C.B. Moss et al
30 A Review on Protein-Protein Interaction Network Databases: C. Sekhar Pedamallu et al
31 On the Use of Cross Impact Analysis For Enhancing Performance In Primary School Education: C. Sekhar Pedamallu et al
32 The Bio economics of Migration: A Selective Review Towards a Modelling Perspective: E. V. Petracou et al
33 A Cost Sharing Mechanism for Job Scheduling Problems: J. Sánchez-Pérez
34 Welfare Assessment of the Renewable Fuel Standard: Economic Efficiency, Rebound Effect and Policy Interactions in a General Equilibrium Framework: F. Taheripour et al
35 New Uncertainties in Land Use Changes Caused by The Production of Biofuels: W. Thompson et al
36 Inequalities on the Parameters of a Strongly Regular Graph: L. Almeida Vieira et al
37 Financial, Real and Quasi Options: Similarities and Differences: J. Wesseler
38 A Review and New Contribution on Conic Multivariate Adaptive Regression Splines (CMARS): A Powerful Tool for Predictive Data Mining: F. Yerlikaya-Özkurt et al
39 Survey and Evaluation on Modeling of Next-Day Electricity Prices: M. Hanım Yıldırım et al
40 Calculus and “Digitalization” in Finance: Change of Time Method and Stochastic Taylor Expansion with Computation of Expectation: F. Yılmaz et al
1 Optimal localization of firms in Hotelling networks: A.A. Pinto et al
2 Dynamic Management of Fossil Fuel, Biofuel and Solar Energy: S. Kaplan et al
3 On the Dynamics and Effects of Corruption on Environmental Protection: E. Accinelli et al
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19. Optimization, Control, and Applications in the Information Age : In Honor of Panos M. Pardalos’s 60th Birthday. 1st ed. 2015
edited by Athanasios Migdalas, Athanasia Karakitsiou
出版情報: Cham : Springer International Publishing : Imprint: Springer, 2015
シリーズ名: Springer Proceedings in Mathematics & Statistics ; 130
オンライン: http://dx.doi.org/10.1007/978-3-319-18567-5
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目次情報: 続きを見る
Panos M. Pardalos: A Brief Biography (R. Bakker)
Modular Lipschitzian and Contractive Maps (V. Chistyakov)
A Taxonomy for the Flexible Job Shop Scheduling Problem (D. Cinar, Y. Topcu, J. Oliveira)
Sensitivity analysis of welfare, equity, and acceptability level of transport policies (R. Connors, M. Patriksson, C. Rydergren, A. Sumalee, D. Watling)
Calibration in survey sampling as an optimization problem (G. Davies, J. Gillard, A. Zhigljavsky)
On the Sensitivity of Least Squares Data Fitting by Nonnegative Second Divided Differences (I. Demetriou)
Modeling and solving vehicle routing problems with many available vehicle types (S. Barman, P. Lindroth, A. Strömberg)
A Genetic Algorithm for Scheduling Alternative Tasks subject to Technical Failure (D. Fontes, J. Gonçalves)
Discrete competitive facility location: Modeling and optimization approaches (A. Karakitsiou)
On Nash Equilibria in Stochastic Positional Games with Average Payoffs (D. Lozovanu, S. Pickl)
Adaptive Tuning of All Parameters in a Multi-Swarm Particle Swarm Optimization Algorithm. An Application to the Probabilistic Traveling Salesman Problem (Y. Marinakis, M. Marinaki, A. Migdalas)
Eigendecomposition of the Mean-Variance Portfolio Optimization Model (F. Mayambala, Elina Rönnberg, T. Larsson)
Three aspects of the research impact by a scientist: measurement methods and an empirical evaluation (B. Mirkin, M. Orlov)
SVM Classification of Uncertain Data Using Robust Multi-Kernel Methods (R. Pant, T. Trafalis)
Multi-objective Optimization and Multi-attribute Decision Making for a Novel Batch Scheduling Problem Based on Mould Capabilities (J. Pei, A. Migdalas, W. Fan,X. Liu)
A Time-Indexed Generalized Vehicle Routing Model and Stabilized Column Generation for Military Aircraft Mission Planning (N. Quttineh, T. Larsson, J. Van den Bergh, J. Beliën)
On Deterministic Diagonal Methods for Solving Global Optimization Problems with Lipschitz Gradients (Y. Sergeyev, D. Kvasov)
Optimization of Design Parameters for Active Control of Smart Piezoelectric Structures (G. Stavroulakis, G. Foutsitzi, C. Gogos)
Stable EEG Features (V. Stefanidis, G. Anogiannakis, A. Evangelou and M. Poulos)
Deriving Pandemic Disease Mitigation Strategies by Mining Social Contact Networks(M. Ventresca, A. Szatan, B. Say, D. Aleman)
On an Asymptotic Property of a Simplicial Statistical Model of Global Optimization (A. Žilinskas, G. Gimbutienė)
Advanced Statistical Tools for Modelling of Composition and Processing Parameters for Alloy Development(G. Zrazhevsky, A. Golodnikov, S.Uryasev, A. Zrazhevsky)
Panos M. Pardalos: A Brief Biography (R. Bakker)
Modular Lipschitzian and Contractive Maps (V. Chistyakov)
A Taxonomy for the Flexible Job Shop Scheduling Problem (D. Cinar, Y. Topcu, J. Oliveira)
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20. Advances in Mathematical Finance
edited by Michael C. Fu, Robert A. Jarrow, Ju-Yi J. Yen, Robert J. Elliott
出版情報: Boston : Birkhäuser, 2007
シリーズ名: Applied and Numerical Harmonic Analysis ;
オンライン: http://dx.doi.org/10.1007/978-0-8176-4545-8
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21. Basic Probability Theory with Applications
by Mario Lefebvre
出版情報: New York, NY : Springer-Verlag New York, 2008
シリーズ名: Springer Undergraduate Texts in Mathematics and Technology ;
オンライン: http://dx.doi.org/10.1007/978-0-387-74995-2
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22. CATBox : An Interactive Course in Combinatorial Optimization
by Winfried Hochstättler, Alexander Schliep
出版情報: Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2010
オンライン: http://dx.doi.org/10.1007/978-3-642-03822-8
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23. Mathematical Optimization and Economic Analysis
by Mikulás Luptácik
出版情報: New York, NY : Springer-Verlag New York, 2010
シリーズ名: Springer Optimization and Its Applications ; 36
オンライン: http://dx.doi.org/10.1007/978-0-387-89552-9
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