Algorithmic Aspects of Discrete Choice in Convex Optimization

2024 ed.

by David Muller

Book Details

Format Paperback / Softback

Book Series Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics

ISBN-10 365845704X

ISBN-13 9783658457044

Edition 2024 ed.

Publisher Springer Fachmedien Wiesbaden

Imprint Springer Spektrum

Country of Manufacture GB

Country of Publication GB

Publication Date Nov 19th, 2024

Print length 162 Pages

Product Classification: Business mathematics & systems Applied mathematics

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This book develops a framework to analyze algorithmic aspects of discrete choice models in convex optimization. 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.

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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