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The Linear Complementarity Problem
Richard W. CottleJong-Shi PangRichard E. Stone
出版SIAM, 2009-08-27
主題Mathematics / Linear & Nonlinear ProgrammingBusiness & Economics / Operations ResearchMathematics / Applied
ISBN08987168619780898716863
URLhttp://books.google.com.hk/books?id=ja-y5Ol3vpEC&hl=&source=gbs_api
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註釋Awarded the Frederick W. Lanchester Prize in 1994 for its valuable contributions to operations research and the management sciences, this mathematically rigorous book remains the standard reference on the linear complementarity problem. Its comprehensive treatment of the computation of equilibria arising from engineering, economics, and finance, plus chapter-ending exercises and 'Notes and References' sections make it equally useful for a graduate-level course or for self-study. For this new edition the authors have corrected typographical errors, revised difficult or faulty passages, and updated the bibliography.