In this course, we study mathematical tools useful for advanced level economics, including important topics from convex analysis,
as well as advanced topics from discrete mathematics such as lattices, supermodularity, and matroids.
L. D. Berkovitz, Convexity and Optimization in Rn, Wiley, 2003.
[Amazon] |
S. Fujishige, Submodular Functions and Optimization, Second Edition, Elsevier, 2005.
[Amazon] |
A. Schrijver, Theory of Linear and Integer Programming, Wiley, 1998.
[Amazon] |
J. Dow and S. Werlang,
``Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio,''
Econometrica 60, 197-204, 1992. |
P. Milgrom and J. Roberts,
``Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities,''
Econometrica 58, 1255-1277, 1990. |
L. S. Shapley,
``Cores of Convex Games,''
International Journal of Game Theory 1, 11-26, 1971. |