Información del autor
Autor Akira Yamazaki |
Documentos disponibles escritos por este autor (5)
Refinar búsquedaAdvances in Mathematical Economics / SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki (2005)
Título : Advances in Mathematical Economics Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki Editorial: Tokyo : Springer Tokyo Fecha de publicación: 2005 Colección: Advances in Mathematical Economics num. 7 Número de páginas: V, 144 p Il.: online resource ISBN/ISSN/DL: 978-4-431-27233-5 Idioma : Inglés (eng) Palabras clave: Applied mathematics Engineering Economics, Mathematical Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Applications of Mathematics Quantitative Finance Clasificación: 51 Matemáticas Resumen: A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. The editorial board of this series comprises the following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), T. Maruyama (Keio Univ.). Editors: R. Anderson (U.C. Berkeley), C. Castaing (Univ. Montpellier), F.H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeley), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Okayama Univ.), J.-M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Ohio State Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M.K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), A. Yamaguti (Kyoto Univ./Ryukoku Univ.), M. Yano (Keio Univ.) Nota de contenido: Research Articles -- Some variational convergence results for a class of evolution inclusions of second order using Young measures -- Law invariant convex risk measures -- A method in demand analysis connected with the Monge—Kantorovich problem -- Real indeterminacy of equilibria with real and nominal assets -- The bearing of duality on microeconomics En línea: http://dx.doi.org/10.1007/b138790 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35351 Advances in Mathematical Economics [documento electrónico] / SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki . - Tokyo : Springer Tokyo, 2005 . - V, 144 p : online resource. - (Advances in Mathematical Economics; 7) .
ISBN : 978-4-431-27233-5
Idioma : Inglés (eng)
Palabras clave: Applied mathematics Engineering Economics, Mathematical Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Applications of Mathematics Quantitative Finance Clasificación: 51 Matemáticas Resumen: A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. The editorial board of this series comprises the following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), T. Maruyama (Keio Univ.). Editors: R. Anderson (U.C. Berkeley), C. Castaing (Univ. Montpellier), F.H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeley), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Okayama Univ.), J.-M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Ohio State Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M.K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), A. Yamaguti (Kyoto Univ./Ryukoku Univ.), M. Yano (Keio Univ.) Nota de contenido: Research Articles -- Some variational convergence results for a class of evolution inclusions of second order using Young measures -- Law invariant convex risk measures -- A method in demand analysis connected with the Monge—Kantorovich problem -- Real indeterminacy of equilibria with real and nominal assets -- The bearing of duality on microeconomics En línea: http://dx.doi.org/10.1007/b138790 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35351 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Advances in Mathematical Economics Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki Editorial: Tokyo : Springer Japan Fecha de publicación: 2006 Colección: Advances in Mathematical Economics, ISSN 1866-2226 num. 9 Número de páginas: V, 130 p Il.: online resource ISBN/ISSN/DL: 978-4-431-34342-4 Idioma : Inglés (eng) Palabras clave: Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers Nota de contenido: Research Articles -- Option on a unit-type closed-end investment fund -- The distribution of continuous time rank processes -- Asymptotic expansion for a filtering problem and a short term rate model -- Law invariant risk measures have the Fatou property -- The dawn of modern theory of games -- Approximation of excess demand on the boundary and euilibrium price set -- The minimal risk of hedging with a convex risk measure -- The distribution of firm size En línea: http://dx.doi.org/10.1007/4-431-34342-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35042 Advances in Mathematical Economics [documento electrónico] / SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki . - Tokyo : Springer Japan, 2006 . - V, 130 p : online resource. - (Advances in Mathematical Economics, ISSN 1866-2226; 9) .
ISBN : 978-4-431-34342-4
Idioma : Inglés (eng)
Palabras clave: Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers Nota de contenido: Research Articles -- Option on a unit-type closed-end investment fund -- The distribution of continuous time rank processes -- Asymptotic expansion for a filtering problem and a short term rate model -- Law invariant risk measures have the Fatou property -- The dawn of modern theory of games -- Approximation of excess demand on the boundary and euilibrium price set -- The minimal risk of hedging with a convex risk measure -- The distribution of firm size En línea: http://dx.doi.org/10.1007/4-431-34342-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35042 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Advances in Mathematical Economics Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki Editorial: Tokyo : Springer Japan Fecha de publicación: 2006 Colección: Advances in Mathematical Economics, ISSN 1866-2226 num. 8 Número de páginas: X, 482 p Il.: online resource ISBN/ISSN/DL: 978-4-431-30899-7 Idioma : Inglés (eng) Palabras clave: Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions.Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers Nota de contenido: Research Articles -- Existence of financial equilibria in a multi-period stochastic economy -- Some variational convergence results with applications to evolution inclusions -- Hedging bounded claims with bounded outcomes -- The gain-loss asymmetry and single-self preferences -- A game-theoretic approach to global warming -- On differentiability and bifurcation -- On extensive form implementation of equilibria in differential information economies -- Fiscally stable income distributions under majority voting, Lorenz curves and bargaining sets -- Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates -- Implementation with unknown endowments in a two-trader pure exchange economy -- Cooperative extensions of the Bayesian game -- Variational problem associated with a model of welfare economics with a measure spaces of agents -- Direct and indirect connections, the Shapley value, and network formation -- Discounted optimal growth in the two-sector RSS model: a geometric investigation -- A prepayment model of mortgage-backed securities based on unobservable prepayment cost processes -- Solution-based congestion games -- New acceleration schemes with the asymptotic expansion in Monte Carlo simulation -- Licensing agreements as bargaining outcomes: general results and two examples -- The Bertrand equilibrium in a price competition game En línea: http://dx.doi.org/10.1007/4-431-30899-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35041 Advances in Mathematical Economics [documento electrónico] / SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki . - Tokyo : Springer Japan, 2006 . - X, 482 p : online resource. - (Advances in Mathematical Economics, ISSN 1866-2226; 8) .
ISBN : 978-4-431-30899-7
Idioma : Inglés (eng)
Palabras clave: Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions.Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers Nota de contenido: Research Articles -- Existence of financial equilibria in a multi-period stochastic economy -- Some variational convergence results with applications to evolution inclusions -- Hedging bounded claims with bounded outcomes -- The gain-loss asymmetry and single-self preferences -- A game-theoretic approach to global warming -- On differentiability and bifurcation -- On extensive form implementation of equilibria in differential information economies -- Fiscally stable income distributions under majority voting, Lorenz curves and bargaining sets -- Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates -- Implementation with unknown endowments in a two-trader pure exchange economy -- Cooperative extensions of the Bayesian game -- Variational problem associated with a model of welfare economics with a measure spaces of agents -- Direct and indirect connections, the Shapley value, and network formation -- Discounted optimal growth in the two-sector RSS model: a geometric investigation -- A prepayment model of mortgage-backed securities based on unobservable prepayment cost processes -- Solution-based congestion games -- New acceleration schemes with the asymptotic expansion in Monte Carlo simulation -- Licensing agreements as bargaining outcomes: general results and two examples -- The Bertrand equilibrium in a price competition game En línea: http://dx.doi.org/10.1007/4-431-30899-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35041 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Advances in Mathematical Economics Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki Editorial: Tokyo : Springer Japan Fecha de publicación: 2007 Colección: Advances in Mathematical Economics, ISSN 1866-2226 num. 10 Número de páginas: V, 124 p Il.: online resource ISBN/ISSN/DL: 978-4-431-72761-3 Idioma : Inglés (eng) Palabras clave: Applied mathematics Engineering Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Applications of Mathematics Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers. Members of the editorial board of this series consists of following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), A. Yamazaki (Hitotsubashi Univ.) - Editors: R. Anderson (U.C.Berkeley), C. Castaing (Univ. Montpellier II), F. H. Clarke (Univ. Lyon I), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Fukuoka Univ.), J. -M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Hitotsubashi Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), T. Maruyama (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ) Nota de contenido: Komlós type convergence for random variables and random sets with applications to minimization problems -- Capital-labor substitution and indeterminacy in continuous-time two-sector models -- Weak and strong convergence theorems for new resolvents of maximal monotone operators in Banach spaces -- Golden optimal policy in calculus of variation and dynamic programming -- A remark on law invariant convex risk measures -- Existence and uniqueness of an equilibrium in a model of spatial electoral competition with entry -- Publisher’s Errata Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates En línea: http://dx.doi.org/10.1007/978-4-431-72761-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34725 Advances in Mathematical Economics [documento electrónico] / SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki . - Tokyo : Springer Japan, 2007 . - V, 124 p : online resource. - (Advances in Mathematical Economics, ISSN 1866-2226; 10) .
ISBN : 978-4-431-72761-3
Idioma : Inglés (eng)
Palabras clave: Applied mathematics Engineering Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Applications of Mathematics Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers. Members of the editorial board of this series consists of following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), A. Yamazaki (Hitotsubashi Univ.) - Editors: R. Anderson (U.C.Berkeley), C. Castaing (Univ. Montpellier II), F. H. Clarke (Univ. Lyon I), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Fukuoka Univ.), J. -M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Hitotsubashi Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), T. Maruyama (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ) Nota de contenido: Komlós type convergence for random variables and random sets with applications to minimization problems -- Capital-labor substitution and indeterminacy in continuous-time two-sector models -- Weak and strong convergence theorems for new resolvents of maximal monotone operators in Banach spaces -- Golden optimal policy in calculus of variation and dynamic programming -- A remark on law invariant convex risk measures -- Existence and uniqueness of an equilibrium in a model of spatial electoral competition with entry -- Publisher’s Errata Solving long term optimal investment problems with Cox-Ingersoll-Ross interest rates En línea: http://dx.doi.org/10.1007/978-4-431-72761-3 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34725 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Advances in Mathematical Economics Volume 11 Tipo de documento: documento electrónico Autores: SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki Editorial: Tokyo : Springer Japan Fecha de publicación: 2008 Colección: Advances in Mathematical Economics, ISSN 1866-2226 num. 11 Número de páginas: V, 160 p Il.: online resource ISBN/ISSN/DL: 978-4-431-77784-7 Idioma : Inglés (eng) Palabras clave: Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers. Members of the editorial board of this series consists of following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), A. Yamazaki (Hitotsubashi Univ.) - Editors: R. Anderson (U.C.Berkeley), C. Castaing (Univ. Montpellier II), F. H. Clarke (Univ. Lyon I), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Fukuoka Univ.), J. -M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Hitotsubashi Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), T. Maruyama (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ) Nota de contenido: Optimal hedging strategies on asymmetric functions -- Tightness conditions and integrability of the sequential weak upper limit of a sequence of multifunctions -- Core convergence in economies with bads -- A distance and a binary relation related to income comparisons -- On preference relations that admit smooth utility functions -- Rational expectations can preclude trades -- The Le Chatelier Principle in dynamic models of the firm -- Interdependent utility functions in an intergenerational context En línea: http://dx.doi.org/10.1007/978-4-431-77784-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34432 Advances in Mathematical Economics Volume 11 [documento electrónico] / SpringerLink (Online service) ; Shigeo Kusuoka ; Akira Yamazaki . - Tokyo : Springer Japan, 2008 . - V, 160 p : online resource. - (Advances in Mathematical Economics, ISSN 1866-2226; 11) .
ISBN : 978-4-431-77784-7
Idioma : Inglés (eng)
Palabras clave: Economic theory Economics Theory/Quantitative Economics/Mathematical Methods Clasificación: 51 Matemáticas Resumen: A lot of economic problems can formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories. The series is designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking for effective mathematical tools for their researchers. Members of the editorial board of this series consists of following prominent economists and mathematicians: Managing Editors: S. Kusuoka (Univ. Tokyo), A. Yamazaki (Hitotsubashi Univ.) - Editors: R. Anderson (U.C.Berkeley), C. Castaing (Univ. Montpellier II), F. H. Clarke (Univ. Lyon I), E. Dierker (Univ. Vienna), D. Duffie (Stanford Univ.), L.C. Evans (U.C. Berkeley), T. Fujimoto (Fukuoka Univ.), J. -M. Grandmont (CREST-CNRS), N. Hirano (Yokohama National Univ.), L. Hurwicz (Univ. of Minnesota), T. Ichiishi (Hitotsubashi Univ.), A. Ioffe (Israel Institute of Technology), S. Iwamoto (Kyushu Univ.), K. Kamiya (Univ. Tokyo), K. Kawamata (Keio Univ.), N. Kikuchi (Keio Univ.), T. Maruyama (Keio Univ.), H. Matano (Univ. Tokyo), K. Nishimura (Kyoto Univ.), M. K. Richter (Univ. Minnesota), Y. Takahashi (Kyoto Univ.), M. Valadier (Univ. Montpellier II), M. Yano (Keio Univ) Nota de contenido: Optimal hedging strategies on asymmetric functions -- Tightness conditions and integrability of the sequential weak upper limit of a sequence of multifunctions -- Core convergence in economies with bads -- A distance and a binary relation related to income comparisons -- On preference relations that admit smooth utility functions -- Rational expectations can preclude trades -- The Le Chatelier Principle in dynamic models of the firm -- Interdependent utility functions in an intergenerational context En línea: http://dx.doi.org/10.1007/978-4-431-77784-7 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34432 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
