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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).
Inhaltsverzeichnis
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.
Zusammenfassung
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).
