Algorithmic Aspects of Discrete Choice in Convex Optimization - David Müller

Algorithmic Aspects of Discrete Choice in Convex Optimization

(Autor)

Buch | Softcover
XII, 162 Seiten
2024
Springer Fachmedien Wiesbaden GmbH (Verlag)
978-3-658-45704-4 (ISBN)
74,89 inkl. MwSt

This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. The central aspect is to derive new prox-functions from discrete choice surplus functions, which are then incorporated into convex optimization schemes. The book provides further economic applications of discrete choice prox-functions within the context of convex optimization such as network manipulation based on alternating minimization and dynamic pricing for online marketplaces.

David Müller is a data scientist and former postdoc at the Chair of Business Mathematics at Chemnitz University of Technology. His research focuses on algorithmic and big data aspects of discrete choice models as well as machine learning and non-smooth optimisation.

Introduction.- Discrete Choice Models.- Discrete Choice Prox-Functions.- Consumption Cycle.- Network Manipulation.- Dynamic Pricing.

Erscheinungsdatum
Reihe/Serie Mathematische Optimierung und Wirtschaftsmathematik
Zusatzinfo XII, 162 p. 6 illus., 5 illus. in color. Textbook for German language market.
Verlagsort Wiesbaden
Sprache englisch
Maße 148 x 210 mm
Themenwelt Mathematik / Informatik Mathematik Angewandte Mathematik
Mathematik / Informatik Mathematik Finanz- / Wirtschaftsmathematik
Wirtschaft
Schlagworte consumption cycle • Discrete Choice • Dynamic Pricing • Optimization • Strong Convexity • Strong Smoothness
ISBN-10 3-658-45704-X / 365845704X
ISBN-13 978-3-658-45704-4 / 9783658457044
Zustand Neuware
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