Kythe P.K. Elements of Concave Analysis and Applications

Boca Raton, USA: Taylor & Francis Group, LLC, CRC Press, 2018. — 379 p. — ISBN: 1138705284.Concave analysis deals mainly with concave and quasi-concave functions, although convex and quasi-convex functions are considered because of their mutual inherent relationship. The aim of Elements of Concave Analysis and Applications is to provide a basic and self�\contained introduction to concepts and detailed study of concave and convex functions. It is written in the style of a textbook, designed for courses in mathematical economics, finance, and manufacturing design. The suggested prerequisites are multivariate calculus, ordinary and elementary PDEs, and elementary probability theory.Matrix Algebra
Differential Calculus
Concave and Convex Functions
Concave Programming
Convex Programming
Quasi-Concave Functions
Quasi-Convex Functions
Log-Concave Functions
Quadratic Programming
Optimal Control Theory
Demands
Black-Scholes Equation
Appendixes
Probability Topics
Differentiation of Operators
Distributions
Laplace Transforms
Implicit Function Theorem
Locally Nonsatiated Function