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Nonlinear and Convex Analysis in Economic Theory

  • Conference proceedings
  • © 1995

Overview

Editors:
  1. Toru Maruyama

    1. Department of Economics Keio University, Minato-Ku, Tokyo 108, Japan

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    You can also search for this editor in PubMed   Google Scholar

  2. Wataru Takahashi

    1. Department of Information Science, Tokyo Institute of Technology, Meguro-ku, Tokyo 152, Japan

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 419)

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Table of contents (24 papers)

  1. Front Matter

    Pages I-VIII
    Download chapter PDF

  2. The Bargaining Set in Large Finite NTU Exchange Economies

    • Robert M. Anderson
    Pages 1-7

  3. Epi-convergence of Integral Functionals Defined on the Space of Measures

    • Charles Castaing, Vincent Jalby
    Pages 9-23

  4. Multiple—Phase Economic Dynamics

    • Richard H. Day
    Pages 25-45

  5. Stabilizing Unstable Systems

    • Takao Fujimoto
    Pages 47-52

  6. On First Order Sufficient Conditions for Constrained Optima

    • Giorgio Giorgi
    Pages 53-66

  7. Expectations Driven Nonlinear Business Cycles

    • Jean-Michel Grandmont
    Pages 67-78

  8. Cores, Almost Competitive Prices, and the Approximate Optimality of Walrasian Allocations in Discrete Spaces

    • Leonid Hurwicz
    Pages 79-99

  9. Cooperative Processing of Information

    • Tatsuro Ichiishi
    Pages 101-117

  10. A Survey of Stochastic Differential Equations

    • Kiyosi Itô
    Pages 119-129

  11. Stability and Oscillations in a Dynamical Kaldorian Model

    • Kunio Kawamata
    Pages 131-148

  12. On Large Games with Finite Actions: A Synthetic Treatment

    • M. Ali Khan, Yeneng Sun
    Pages 149-161

  13. On a Method Constructing Morse Flows

    • Norio Kikuchi
    Pages 163-173

  14. On Covering Theorems of a Simplex and Their Generalizations

    • Hidetoshi Komiya
    Pages 175-180

  15. Positive Nonlinear Systems in Economics

    • Ulrich Krause
    Pages 181-195

  16. Option Replication Cost with Transaction Costs

    • Shigeo Kusuoka
    Pages 197-202

  17. Fixed Point and Finite Dimensional Invariant Subspace Properties for Semigroups and Amenability

    • Anthony To-Ming Lau
    Pages 203-213

  18. Pricing of Bonds and their Derivatives with Multi-factor Stochastic Interest Rates: A Note

    • Miura Ryozo, Kishino Hirohisa
    Pages 215-229

  19. Non-Linearity and Business Cycles in a Two-Sector Equilibrium Model: An Example with Cobb-Douglas Production Functions

    • Kazuo Nishimura, Makoto Yano
    Pages 231-245

  20. Methods of Duals in Nonlinear Analysis

    • Ikuko Sawashima
    Pages 247-259
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Keywords

About this book

The papers collected in this volume are contributions to T.I.Tech./K.E.S. Conference on Nonlinear and Convex Analysis in Economic Theory, which was held at Keio University, July 2-4, 1993. The conference was organized by Tokyo Institute of Technology (T. I. Tech.) and the Keio Economic Society (K. E. S.) , and supported by Nihon Keizai Shimbun Inc .. A lot of economic problems can be formulated as constrained optimiza­ tions and equilibrations of their solutions. Nonlinear-convex analysis has been supplying economists with indispensable mathematical machineries for these problems arising in economic theory. Conversely, mathematicians working in this discipline of analysis have been stimulated by various mathematical difficulties raised by economic the­ ories. Although our special emphasis was laid upon "nonlinearity" and "con­ vexity" in relation with economic theories, we also incorporated stochastic aspects of financial economics in our project taking account of the remark­ able rapid growth of this discipline during the last decade. The conference was designed to bring together those mathematicians who were seriously interested in getting new challenging stimuli from economic theories with those economists who were seeking for effective mathematical weapons for their researches. Thirty invited talks (six of them were plenary talks) given at the conf- ence were roughly classified under the following six headings : 1) Nonlinear Dynamical Systems and Business Fluctuations, . 2) Fixed Point Theory, 3) Convex Analysis and Optimization, 4) Eigenvalue of Positive Operators, 5) Stochastic Analysis and Financial Market, 6) General Equilibrium Analysis.

Editors and Affiliations

  • Department of Economics Keio University, Minato-Ku, Tokyo 108, Japan

    Toru Maruyama

  • Department of Information Science, Tokyo Institute of Technology, Meguro-ku, Tokyo 152, Japan

    Wataru Takahashi

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