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Algorithmic Aspects of Discrete Choice in Convex Optimization

David Müller

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Paperback

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English
Springer Spektrum
19 November 2024
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.
By:  
Imprint:   Springer Spektrum
Country of Publication:   Germany
Edition:   2024 ed.
Dimensions:   Height: 210mm,  Width: 148mm, 
ISBN:   9783658457044
ISBN 10:   365845704X
Series:   Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics
Pages:   162
Publication Date:  
Audience:   Professional and scholarly ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active
Introduction.- Discrete Choice Models.- Discrete Choice Prox-Functions.- Consumption Cycle.- Network Manipulation.- Dynamic Pricing.

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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