Advances In Mathematical Programming And Financial Planning

Volume 3 in a series which aims to discuss recent advances in the fields of mathematical programming and financial planning. Topics covered include: compound portfolio strategies; applications of financial decision-making; and multi-criteria applications of financial decision-making.

Presents state-of-the-art studies in the integration of mathematical planning and management. This research annual includes topics such as cash management, capital budgeting, financial decisions, portfolio management and performance analysis, and financial planning models.

Talks about the applications of management science to: Multi-Criteria Decision Making, Operations and Supply Chain Management, Productivity Management (DEA), and Financial Management. This book provides an overview of some of the most essential aspects of the discipline. It is suitable for persons interested in management or management science.

This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the book has real-world applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. It is a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financial engineering.

This textbook provides a comprehensive modeling, reformulation and optimization approach for solving production planning and supply chain planning problems, covering topics from a basic introduction to planning systems, mixed integer programming (MIP) models and algorithms through the advanced description of mathematical results in polyhedral combinatorics required to solve these problems. Based on twenty years worth of research in which the authors have played a significant role, the book addresses real life industrial production planning problems (involving complex production structures with multiple production stages) using MIP modeling and reformulation approach. The book provides an introduction to MIP modeling and to planning systems, a unique collection of reformulation results, and an easy to use problem-solving library. This approach is demonstrated through a series of real life case studies, exercises and detailed illustrations. Review by Jakub Marecek (Computer Journal) The emphasis put on mixed integer rounding and mixing sets, heuristics in-built in general purpose integer programming solvers, as well as on decompositions and heuristics using integer programming should be praised... There is no doubt that this volume offers the present best introduction to integer programming formulations of lotsizing problems, encountered in production planning. (2007)

This edited book presents recent developments and state-of-the-art review in various areas of mathematical programming and game theory. It is a peer-reviewed research monograph under the ISI Platinum Jubilee Series on Statistical Science and Interdisciplinary Research. This volume 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. Sample Chapter(s). Foreword (45 KB). Chapter 1: Mathematical Programming and its Applications in Finance (177 KB). Contents: Mathematical Programming and Its Applications in Finance (L C Thomas); Anti-Stalling Pivot Rule for Linear Programs with Totally Unimodular Coefficient Matrix (S N Kabadi & A P Punnen); A New Practically Efficient Interior Point Method for Convex Quadratic Programming (K G Murty); A General Framework for the Analysis of Sets of Constraints (R Caron & T Traynor), Tolerance-Based Algorithms for the Traveling Salesman Problem (D Ghosh et al.); On the Membership Problem of the Pedigree Polytope (T S Arthanari); Exact Algorithms for a One-Defective Vertex Colouring Problem (N Achuthan et al.); Complementarity Problem Involving a Vertical Block Matrix and Its Solution Using Neural Network Model (S K Neogy et al.); Fuzzy Twin Support Vector Machines for Pattern Classification (R Khemchandani et al.); An Overview of the Minimum Sum of Absolute Errors Regression (S C Narula & J F Wellington); Hedging Against the Market with No Short Selling (S A Clark & C Srinivasan); Mathematical Programming and Electrical Network Analysis II: Computational Linear Algebra Through Network Analysis (H Narayanan); Dynamic Optimal Control Policy in Price and Quality for High Technology Product (A K Bardhan & U Chanda); Forecasting for Supply Chain and Portfolio Management (K G Murty); Variational Analysis in Bilevel Programming (S Dempe et al.); Game Engineering (R J Aumann); Games of Connectivity (P Dubey & R Garg); A Robust Feedback Nash Equilibrium in a Climate Change Policy Game (M Hennlock); De Facto Delegation and Proposer Rules (H Imai & K Yonezaki); The Bargaining Set in Effectivity Function (D Razafimahatolotra); Dynamic Oligopoly as a Mixed Large Game OCo Toy Market (A Wiszniewska-Matyszkiel); On Some Classes of Balanced Games (R B Bapat); Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games (S Lahiri); Continuity, Manifolds, and Arrow''s Social Choice Problem (K Saukkonen); On a Mixture Class of Stochastic Games with Ordered Field Property (S K Neogy). Readership: Researchers, professionals and advanced students in mathematical programming, game theory, management sciences and computational mathematics.

Talks about the applications of management science to: Multi-Criteria Decision Making, Operations and Supply Chain Management, Productivity Management (DEA), and Financial Management. This book provides an overview of some of the most essential aspects of the discipline. It is suitable for persons interested in management or management science.

Presents state-of-the-art studies in the integration of mathematical planning and management. This research annual includes topics such as cash management, capital budgeting, financial decisions, portfolio management and performance analysis, and financial planning models.