European University Institute Library

Real analysis with economic applications, Efe A. Ok

eng

Includes bibliographical references (p. [777]-788) and index

illustrations

index present

non fiction

Real analysis with economic applications

electronic resource

bibliographydictionaries

748242138

Efe A. Ok

ProQuest Ebook Central

There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real Analysis with Economic Applications aims to fill this gap by providing an ideal textbook and reference on real analysis tailored specifically to the concerns of such students. The emphasis throughout is on topics directly relevant to economic theory. In addition to addressing the usual topics of real analysis, this book discusses the elements of order theory, convex analysis, optimization, correspondences, linear and nonlinear functional analysis, fixed-point theory, dynamic programming, and calculus of variations. Efe Ok complements the mathematical development with applications that provide concise introductions to various topics from economic theory, including individual decision theory and games, welfare economics, information theory, general equilibrium and finance, and intertemporal economics. Moreover, apart from direct applications to economic theory, his book includes numerous fixed point theorems and applications to functional equations and optimization theory. The book is rigorous, but accessible to those who are relatively new to the ways of real analysis. The formal exposition is accompanied by discussions that describe the basic ideas in relatively heuristic terms, and by more than 1,000 exercises of varying difficulty. This book will be an indispensable resource in courses on mathematics for economists and as a reference for graduate students working on economic theory.--, Provided by Publisher

Preface -- Prerequisites -- Basic conventions -- Pt. I: Set theory. Preliminaries of real analysis ; Countability -- Pt. II: Analysis on metric spaces. Metric spaces ; Continuity I ; Continuity II -- Pt. III. Analysis on linear spaces. Linear spaces ; Convexity ; Economic applications -- Pt. IV: Analysis on metric/normed linear spaces. Metric linear spaces ; Normed linear spaces ; Differential calculus -- Hints for selected exercises -- Glossary of selected symbols