Advances in Mathematical Economics

Brings together mathematicians interested in economic theories and economists seeking mathematical tools to helps their research. This title includes articles that set forth the results and overviews of the problems under discussion, offering readers an understanding of both economic and mathematical theories.

Published once a year under the auspices of the Research Center of Mathematical Economics in Tokyo, this series brings together mathematicians interested in economic theories and economists seeking effective mathematical tools to aid their research. Articles set forth original results and detailed overviews of the problems under discussion, offering readers a clear understanding of both economic and mathematical theories.

- Charles Castaing, Mohammed Saadoune: Komlos type convergence for random variables and random sets with applications to minimization problems.
- Jean-Philippe Garnier, Kazuo Nishimura, Alain Venditti: Capital-labor substitution and indeterminacy in continuous-time two-sector models.
- Takanori Ibaraki, Wataru Takahashi: Weak and strong convergence theorems for new resolvents of maximal monotone operators in banach spaces.
- Seiichi Iwamoto: Golden optimal policy in calculus of variation and dynamic programming.
- Shigeo Kusuoka: A remark on law invariant convex risk measures.
- Anna Rubinchik, Shlomo Weber: Existence and uniqueness of an equilibrium in a model of spatial electoral competition with entry.
- Publisher's Errata' Solving long term optimal investment problems with cox-Ingersoll-Ross interest rates