Advances in mathematical economics

Author(s)

Bibliographic Information

Advances in mathematical economics

S. Kusuoka, T. Maruyama (eds.)

Springer-Verlag, c1999-

  • v. 1
  • v. 2
  • v. 3
  • v. 4
  • v. 5
  • v. 6
  • v. 6 : softcover
  • v. 7
  • v. 8
  • v. 9
  • v. 10
  • v. 11
  • v. 12
  • v. 13
  • v. 15
  • v. 16
  • v. 17
  • v. 18
  • v. 19
  • v. 20
  • v. 21
  • v. 22
  • v. 23

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Note

"... is a publication of the Research Center of Mathematical Economics, which was founded in 1997 ... The first issue ... is essentially a collection of papers presented at the Symposium on Mathematical Analysis in Economic Theory, which was held at Keio University (Tokyo) during October 4-5, 1997"--Editors' pref., v. 1

v. 7-11: editor, S. Kusuoka, A. Yamazaki

v. 23: editor, T. Maruyama

"The 3rd International Conference on Mathematical Analysis in Economic Theory, Tokyo, Japan, December 2004. Revised selected papers"--on cover, v. 8

Includes bibliographical references and index

Vol. 14 has distinctive title

Description and Table of Contents

Volume

v. 9 ISBN 9784431343417

Table of Contents

  • 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　ｅｑｕｉｌｉｂｒｉｕｍ　ｐｒｉｃｅ　ｓｅｔ
  • Ｔｈｅ　ｍｉｎｉｍａｌ　ｒｉｓｋ　ｏｆ　ｈｅｄｇｉｎｇ　ｗｉｔｈ　ａ　ｃｏｎｖｅｘ　ｒｉｓｋ　ｍｅａｓｕｒｅ
  • Ｔｈｅ　ｄｉｓｔｒｉｂｕｔｉｏｎ　ｏｆ　ｆｉｒｍ　ｓｉｚｅ
Volume

v. 10 ISBN 9784431727330

Table of Contents

  • Ｋｏｍｌ´ｏｓ　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
Volume

v. 11 ISBN 9784431777830

Table of Contents

  • 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

by "BOOK database"

Description and Table of Contents

Volume

v. 5 ISBN 9784431000037

Table of Contents

Research Articles.- Duality and existence for a class of mass transportation problems and economic applications.- Functional evolution equations governed by m-accretive operators.- Nonlinear generalizations of theorems on inverse-positive matrices.- Implicit functions and diffeomorphisms without C1.- Optimization and Lagrange multipliers: non-C1constraints and "minimal" constraint qualification.- Monte Carlo method for pricing of Bermuda type derivatives.- Historical Perspective.- Mathematical economics in Vienna between the Wars.
Volume

v. 6 ISBN 9784431203155

Description

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 seek effective mathematical tools for their researchers. 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), M. Yano (Keio Univ).

Table of Contents

On the fiber product of Young measures with application to a control problem with measures.- The compactness of Pr(K).- Recursive methods in probability control.- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus.- Optimal solutions of the Monge problem.- Valuation of mortgage-backed securities based on unobservable prepayment costs.- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory.- Monetary equilibrium with buying and selling price spread without transactions costs.- Instructions for Authoers.
Volume

v. 7 ISBN 9784431243328

Description

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.).

Table of Contents

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.
Volume

v. 8 ISBN 9784431308980

Description

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.

Table of Contents

Chales Castaing, Paul Raynaud de Fitte, and Anna Salvadori: Some variational convergence results with applications to evolution inclusions.- Laura Angeloni, Benard Cornet: Existence of financial equilibria in a multi-period stochastic economy.- Freddy Delbean: Hedging bounded claim with bounded outcomes.- Jean-Michel Grandmont: Fiscally Stable Income Distributions under Majority Voting and Bargaining Sets.- L. Hurwicz: Designing Mechanisms for Agents Who Do Not Play Games.- Tatsuro Ichiishi, Akira Yamazaki: Cooperative Extensions of the Bayesian Game.- Alexander Ioffe: Variational Problem Associated with a Model of Welfare Economics with a Measure Spaces of Agents.- M.Ali Khan, Tapan Mitra: Discounted Optimal Growth in the Two-Sector RSS Model: A Geometric Investigation.- Dov Monder: Solution-Based Congestion Games.- Roy Rander, Prajit K. Dutta: A Game-Theoretic Approach to Global Warming.- Joaquim Silvestre, Antoni Bosch-Domenech: The gain-loss asymmetry and single-self preferences.- Stuart, C.A.: On Differentiability and bifurcation.- Dionysius Glycopantis, Allan Muir, and Nicholas C. Yannelis: On extensive form implementation of equilibria in differential information economies.- Akihiko Takahashi, Yoshihiko Uchida: New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation.- Kunio Kawamata, Yasunari Tamada: Direct and Indirect Connection, the Shapley Value, and Network Formation.- Hironori Hata, Jun Sekine: Solving Long Term Optimal Investment Problems with Cox-Ingersoll-Ross Interest Rates.- Hidetoshi Nakagawa, Tomoaki Shouda: A Prepayment Model of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes.-Naoki Watanabe, Shigeo Muto: Licensing Agreements as Bargaining Outcomes: General Results and two Examples.- Makoto Yano: The Bertrand Equilibrium in a Price Competition Game.
Volume

v. 9 ISBN 9784431343417

Description

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.

Table of Contents

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.
Volume

v. 15 ISBN 9784431539292

Description

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.
Volume

v. 16 ISBN 9784431541134

Description

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.
Volume

v. 17 ISBN 9784431543237

Description

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.
Volume

v. 18 ISBN 9784431548331

Description

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.

Table of Contents

Optimal Control Problems Governed By A Second Order Ordinary Differential Equation With M-Point Boundary Condition (Charles Castaing, C. Godet-Thobie, Le Xuan Truongz, Bianca Satco).- Stochastic Mesh Methods For HOrmander Type Diffusion Processes (Shigeo Kusuoka and Yusuke Morimoto).- Turnpike Properties For Nonconcave Problems (Alexander J. Zaslavski).- A Characterization of Quasi-Concave Function in View of the Integrability Theory (Yuhki Hosoya).
Volume

v. 19 ISBN 9784431554882

Description

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. 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.
Volume

v. 6 : softcover ISBN 9784431684527

Description

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 seek effective mathematical tools for their researchers. 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), M. Yano (Keio Univ).

Table of Contents

On the fiber product of Young measures with application to a control problem with measures.- The compactness of Pr(K).- Recursive methods in probability control.- Approximation of expectation of diffusion processes based on Lie algebra and Malliavin calculus.- Optimal solutions of the Monge problem.- Valuation of mortgage-backed securities based on unobservable prepayment costs.- Fixed point theorems in Hausdorff topological vector spaces and economic equilibrium theory.- Monetary equilibrium with buying and selling price spread without transactions costs.- Instructions for Authoers.
Volume

v. 1 ISBN 9784431702511

Description

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 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), 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.).

Table of Contents

Foreword.- On the use in economic theory of some central results of mathematical analysis.- Research Articles.- Heterogenous probabilities in complete asset markets.- Convergences in LX1(?).- Product differentiation and market power.- A Remark on default risk models.- Evaluation of yield spread for credit risk.- Analysis of the asymptotic distance between oscillating functions and their weak limit in L2.- Survey.- Chaotic solutions in infinite-time horizon linear programming and economic dynamics.- Note.- Determinacy of monetary equilibria in an economy with no real risk.- Programme: KES/RCME Conference on mathematical analysis in economic theory in honor of Professor Gerard Debreu. October 4-5, 1997, Keio University (Tokyo).
Volume

v. 2 ISBN 9784431702788

Description

The role of asymmetric information in allocation of resources, together with the associated information-revelation process, has long been a central focus of economic research. While the bulk of the literature addresses these is sues within the framework of principal-agent relationship, which essentially reduces the problem to the sole principal's (the sole Stackelberg leader's) optimization problem subject to the agents' (the Stackelberg followers') re sponses, there are recent attempts to extend analysis to other economic setups characterized by different relationships among decision-makers. A notable strand of such attempts is the core analysis of incomplete in formation. Here, there is no Stackelberg-type relationship, and more impor tantly the players can talk to each other for coordinated choice of strategies. See, e.g., Wilson (1978) for a pioneering work; Yannelis (1991) for formula tion of feasibility of a strategy as its measurability; Ichiishi and Idzik (1996) for introduction of Bayesian incentive-compatibility to this strand; Ichiishi, Idzik and Zhao (1994) for information revelation (that is, endogenous deter mination of updated information structures); Ichiishi and Radner (1997) and Ichiishi and Sertel (1998) for studies of a specific model of Chandler's firm in multidivisional form for sharper results; and Vohra (1999) for a recent work. It is a common postulate in these works that every player takes part in design of a mechanism and also in execution of the signed contract.

Table of Contents

Research Articles.- Turnpike theorems for positive multivalued stochastic operators.- Functional differential inclusion on closed sets in Banach spaces.- Job matching: a multi-principal, multi-agent model.- Term structure and SPDE.- Fixed point theorems and the existence of economic equilibria based on conditions for local directions of mappings.- Efficiency of stochastic transfers in a directed graph.- Allocations of labour resources on trajectories for the model with discrete innovations.
Volume

v. 3 ISBN 9784431703075

Description

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), T. Maruyama (Keio Univ.) Editors: R. Anderson (U.C.Berkeley), C. Castaing (Univ. Montpellier), F. H. Clarke (Univ. Lyon I), G. Debreu (U.C. Berkeleyer), 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), M. Yano (Keio Univ).

Table of Contents

Weak compactness and convergences in LE'1[E].- Abstract convexity and non-smooth analysis.- Recursive method in stochastic optimization under compound criteria.- On law invariant coherent risk measures.- The Monge-Kantorovich problems and stochastic preference relations.
Volume

v. 4 ISBN 9784431703204

Description

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.

Table of Contents

A.D. Ioffe, A.M. Rubinov: Abstract convexity and nonsmooth analysis: Global aspects.- H. Ozaki: Dynamic programming with upper semi-continuous stochastic aggregator.- H. Tateishi: On the existence of equilibria of equicontinuous games with incomplete information.- N.C. Yannelis: A Bayesian equilibrium existence theorem.- Subject.- Index.
Volume

v. 10 ISBN 9784431727330

Description

Published once a year under the auspices of the Research Center of Mathematical Economics in Tokyo, this series brings together mathematicians interested in economic theories and economists seeking effective mathematical tools to aid their research. Articles set forth original results and detailed overviews of the problems under discussion, offering readers a clear understanding of both economic and mathematical theories.

Table of Contents

- Charles Castaing, Mohammed Saadoune: Komlos type convergence for random variables and random sets with applications to minimization problems. - Jean-Philippe Garnier, Kazuo Nishimura, Alain Venditti: Capital-labor substitution and indeterminacy in continuous-time two-sector models. - Takanori Ibaraki, Wataru Takahashi: Weak and strong convergence theorems for new resolvents of maximal monotone operators in banach spaces. - Seiichi Iwamoto: Golden optimal policy in calculus of variation and dynamic programming. - Shigeo Kusuoka: A remark on law invariant convex risk measures. - Anna Rubinchik, Shlomo Weber: 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
Volume

v. 11 ISBN 9784431777830

Description

Published once a year under the auspices of the Research Center of Mathematical Economics in Tokyo, this series brings together mathematicians interested in economic theories and economists seeking effective mathematical tools to aid their research. Articles set forth original results and detailed overviews of the problems under discussion, offering readers a clear understanding of both economic and mathematical theories.

Table of Contents

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.
Volume

v. 12 ISBN 9784431929345

Description

Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research. The scope of Advances in Mathematical Economics includes, but is not limited to, the following fields: - economic theories in various fields based on rigorous mathematical reasoning; - mathematical methods (e.g., analysis, algebra, geometry, probability) motivated by economic theories; - mathematical results of potential relevance to economic theory; - historical study of mathematical economics. Authors are asked to develop their original results as fully as possible and also to give a clear-cut expository overview of the problem under discussion. Consequently, we will also invite articles which might be considered too long for publication in journals.

Table of Contents

Unemployment and Income Distribution in the Medium-run Growth Model Hideyuki Adachi Convergences in Dual Space with Applications to Fatou Lemma Charles Castaing, Mohammed Saadoune Variational Analysis and Mathematical Economics 1.Subdifferential Calculus and the Second Theorem of Welfare Economics Alexander Ioffe Smooth Feasible Solutions to a Dual Monge-Kantorovich Problem with Applications to Best Approximation and Utility Theory in Mathematical Economics Vladimir Levin Optimal Growth Rate in Random Trade Time Koichi Matsumoto Some Properties of Distortion Risk Measures Hideatsu Tsukahara Subject Index Instructions for Authors
Volume

v. 13 ISBN 9784431994893

Description

Advances in Mathematical Economics is a publication of the Research Center for Mathematical Economics, which was founded in 1997 as an international scientific association that aims to promote research activities in mathematical economics. Our publication was launched to realize our long-term goal of bringing together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research. The scope of Advances in Mathematical Economics includes, but is not limited to, the following fields: - economic theories in various fields based on rigorous mathematical reasoning; - mathematical methods (e.g., analysis, algebra, geometry, probability) motivated by economic theories; - mathematical results of potential relevance to economic theory; - historical study of mathematical economics. Authors are asked to develop their original results as fully as possible and also to give a clear-cut expository overview of the problem under discussion. Consequently, we will also invite articles which might be considered too long for publication in journals.

Table of Contents

Research Articles.- Some various convergence results for multivalued martingales.- A note on Aumann's core equivalence theorem without monotonicity.- On two classical turnpike results for the Robinson-Solow-Srinivasan model.- A certain limit of iterated conditional tail expectation.- Set-valued optimization in welfare economics.- Convexity of the lower partition range of a concave vector measure.- Good locally maximal programs for the Robinson-Solow-Srinivasan model.- Historical Perspective.- Pythagorean mathematical idealism and the framing of economic and political theory.
Volume

v. 20 ISBN 9789811004759

Description

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. 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.

Table of Contents

Local risk-minimization for Barndorff-Nielsen and Shephard modelswith volatility risk premium._ On a fractional differential inclusion in Banach space under weak compactness condition._ On First-Order Partial Differential Equations: Theory and Application._ Real Radicals and Finite Convergence of Polynominal Optimization Problems._ On Sufficiently-Diffused Information in Bayesian Games: A Dialectical Formalization._ On Differentiated and Indivisible Commodities: An Expository Re-Framing of Mas-Colell's 1975 Model._ Survey of the theory of extremal problems._ Fourier Analysis of Periodic Weakly Stationary Processes : A Note on Slutsky's Observation._ Applied results of a fixed point theorem in partially ordered sets to fractional order boundary value problems.
Volume

v. 21 ISBN 9789811041440

Description

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. 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.

Table of Contents

Some problems in second order evolution inclusions with boundary condition: a variational approach.- On Sufficiently-Diffused Information in Bayesian Games: A Dialectical Formalization.- On Supermartingale Problems.- Bolza Optimal Control Problems with Linear Equations and Periodic Convex Integrands on Large Intervals.
Volume

v. 22 ISBN 9789811306044

Description

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. 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.

Table of Contents

Numerical analysis on quadratic hedging strategies for nomal inverse Gaussian models.- Second order evolution problems with time dependent maximal monotone operator and Applications.- Plausible Equilibria and Backward payoff-Keeping Behavior.- A unified approach to convergence theorems of nonlinear integrals.- A Two-Sector Growth Model with Credit MarketImperfections and Production Externalities.
Volume

v. 23 ISBN 9789811507120

Description

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. 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.

Table of Contents

Twenty-three Years of Advances in Mathematical Economics.- Optimal Control over Infinite Time Horizon.- Sard-Smale Theorem.

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Details

  • NCID
    BA40644421
  • ISBN
    • 4431702512
    • 9784431702788
    • 9784431703075
    • 9784431703204
    • 9784431000037
    • 443120315X
    • 9784431684527
    • 4431243321
    • 4431308989
    • 4431343415
    • 9784431727330
    • 9784431777830
    • 9784431929345
    • 9784431994893
    • 9784431539292
    • 9784431541134
    • 9784431543237
    • 9784431548331
    • 9784431554882
    • 9789811004759
    • 9789811041440
    • 9789811306044
    • 9789811507120
  • Country Code
    ja
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Tokyo
  • Pages/Volumes
    v.
  • Size
    25 cm
  • Classification
  • Subject Headings
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