Mathematical economics and game theory approached with the fundamental mathematical toolbox of nonlinear functional analysis are the central themes of this text. Both optimization and equilibrium theories are covered in full detail. The book's central application is the fundamental economic problem of allocating scarce resources among competing agents, which leads to considerations of the interrelated applications in game theory and the theory of optimization. Mathematicians, mathematical economists, and operations research specialists will find that it provides a solid foundation in nonlinear functional analysis. This text begins by developing linear and convex analysis in the context of optimization theory. The treatment includes results on the existence and stability of solutions to optimization problems as well as an introduction to duality theory. The second part explores a number of topics in game theory and mathematical economics, including two-person games, which provide the framework to study theorems of nonlinear analysis. The text concludes with an introduction to non-linear analysis and optimal control theory, including an array of fixed point and subjectivity theorems that offer powerful tools in proving existence theorems.

This textbook for postgraduate students learning mathematical methods in economics provides a comprehensive account of mathematics required to analyse and solve problems of choice encountered by economists. It looks at a wide variety of decision-making problems, both static and dynamic, in various contexts and provides mathematical foundations for the relevant economic theory.

This two-volume work functions both as a textbook for graduates and as a reference for economic scholars. Assuming only the minimal mathematics background required of every second-year graduate in economics, the two volumes provide a self-contained and careful development of mathematics through locally convex topological vector spaces, and fixed-point, separation, and selection theorems in such spaces. This second volume introduces general topology, the theory of correspondences on and into topological spaces, Banach spaces, topological vector spaces, and maximum, fixed-point, and selection theorems for such spaces

A textbook for a first-year PhD course in mathematics for economists and a reference for graduate students in economics.

Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory

In recent years, the usual optimization techniques, which have proved so useful in microeconomic theory, have been extended to incorporate more powerful topological and differential methods, and these methods have led to new results on the qualitative behavior of general economic and political systems. These developments have necessarily resulted in an increase in the degree of formalism in the publications in the academic journals. This formalism can often deter graduate students. The progression of ideas presented in this book will familiarize the student with the geometric concepts underlying these topological methods, and, as a result, make mathematical economics, general equilibrium theory, and social choice theory more accessible.

A classic account of mathematical programming and control techniques and their applications to static and dynamic problems in economics.

This book provides a comprehensive introduction to the mathematical foundations of economics, from basic set theory to fixed point theorems and constrained optimization. Rather than simply offer a collection of problem-solving techniques, the book emphasizes the unifying mathematical principles that underlie economics. Features include an extended presentation of separation theorems and their applications, an account of constraint qualification in constrained optimization, and an introduction to monotone comparative statics. These topics are developed by way of more than 800 exercises. The book is designed to be used as a graduate text, a resource for self-study, and a reference for the professional economist.

V. 1 : Matrix games, programming, and mathematical economics. v. 2 : The theory of infinite games.