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Algorithmic Aspects of Discrete Choice in Convex Optimization (Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics) - Softcover

Müller, David

 
9783658457044: Algorithmic Aspects of Discrete Choice in Convex Optimization (Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics)
Softcover
ISBN 10: 365845704X ISBN 13: 9783658457044
Verlag: Springer Spektrum, 2024

Inhaltsangabe

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.

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Über die Autorin bzw. den Autor

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.

Von der hinteren Coverseite

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.

 

About the author

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.

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Verlag
Springer Spektrum
Erscheinungsdatum
2024
Sprache
Englisch
ISBN 10 
365845704X
ISBN 13 
9783658457044
Einband
Taschenbuch
Anzahl der Seiten
176
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