Mathematical programming and game theory for decision making

"This book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It provides a panoramic view of theory and the applications of the methods of mathematical programming to problems in statistics, finance, games and electrical networks. It also provides an important as well as timely overview of research trends and focuses on the exciting areas like support vector machines, bilevel programming, interior point method for convex quadratic programming, cooperative games, non-cooperative games and stochastic games. Researchers, professionals and advanced graduates will find the book an essential resource for current work in mathematical programming, game theory and their applications."--BOOK JACKET.

• Foreword p. v
• Preface p. vii
• Acknowledgments p. xv
• 1 Mathematical Programming and its Applications in Finance p. 1 L. C. Thomas
• 2 Anti-stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix p. 15 S. N. Kabadi and A. P. Punnen
• 3 A New Practically Efficient Interior Point Method for Convex Quadratic Programming p. 21 K. G. Murty
• 4 A General Framework for the Analysis of Sets of Constraints p. 33 R. Caron and T. Traynor
• 5 Tolerance-based Algorithms for the Traveling Salesman Problem p. 47 D. Ghosh and B. Goldengorin and G. Gutin and G. Jager
• 6 On the Membership Problem of the Pedigree Polytope p. 61 T. S. Arthanari
• 7 Exact Algorithms for a One-defective Vertex Colouring Problem p. 99 N. Achuthan and N. R. Achuthan and R. Collinson
• 8 Complementarity Problem involving a Vertical Block Matrix and its Solution using Neural Network Model p. 113 S. K. Neogy and A. K. Das and P. Das
• 9 Fuzzy Twin Support Vector Machines for Pattern Classification p. 131 R. Khemchandani and Jayadeva and S. Chandra
• 10 An Overview of the Minimum Sum of Absolute Errors Regression p. 143 S. C. Narula and J. F. Wellington
• 11 Hedging against the Market with No Short Selling p. 169 S. A. Clark and C. Srinivasan
• 12 Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra through Network analysis p. 187 H. Narayanan
• 13 Dynamic Optimal Control Policy in Price and Quality for High Technology Product p. 213 A. K. Bardhan and U. Chanda
• 14 Forecasting for Supply Chain and Portfolio Management p. 231 K. G. Murty
• 15 Variational Analysis in Bilevel Programming p. 257 S. Dempe and J. Dutta and B. S. Mordukhovich
• 16 Game Engineering p. 279 R. J. Aumann
• 17 Games of Connectivity p. 287 P. Dubey and R. Garg
• 18 A Robust Feedback Nash Equilibrium in a Climate Change Policy Game p. 305 M. Hennlock
• 19 De Facto Delegation and Proposer Rules p. 327 H. Imai and K. Yonezaki
• 20 The Bargaining Set in Effectivity Function p. 339 D. Razafimahatolotra
• 21 Dynamic Oligopoly as a Mixed Large Game - Toy Market p. 369 A. Wiszniewska-Matyszkiel
• 22 On Some Classes of Balanced Games p. 391 R. B. Bapat
• 23 Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games p. 401 S. Lahiri
• 24 Continuity, Manifolds, and Arrow's Social Choice Problem p. 415 K. Saukkonen
• 25 On a Mixture Class of Stochastic Game with Ordered Field Property p. 451 S. K. Neogy and A. K. Das and S. Sinha and A. Gupta