I was a grad student in applied math and had done the basic research for my dissertation, solved the KTCQ problem, was polishing the research, and writing the i

I was a grad student in applied math and had done the basic research for my dissertation, solved the KTCQ problem, was polishing the research, and writing the illustrative software when my advisor suggested I take an econ course. The econ course was in the econ department, not my department, and was not an econ grad course! But, whatever the course was, the econ prof was apparently just terrified of my question! One way and another, maybe I've touched on much of what you mentioned. E.g., the optimization I studied, with the math rock solid, was a good start on game theory. Later, while in a part time job, to support us while my wife finished her Ph.D. and basically time-out from my Ph.D., I took a job in military systems analysis with a lot in game theory. So, I dug into parts of G. Owen's book on game theory which did the axiomatic utility function stuff and T. Parthasarathy and T. E. S. Raghavan which did a lot of fixed point theorems, Sion's result, Lemke's proof of Nash's result, etc. Sure, in the relatively general game theory the job had me in, I had to consider saddlepoint results, and apparently that is the core of equilibrium theory in econ. Once a tried a book on math econ, and it was just a lot of elementary regression analysis. Later I saw another such, by Tata?, and more advanced but still regression -- a place to see more about regression than want to know, and maybe the AI people should take a look. Later saw another such book, by Duffie, and early on it was heavily about the Kuhn Tucker conditions. I read the first chapter or two quickly and had some questions, went back, read carefully, and found a counterexample for every statement in that material. I did want to see a clean, solid, mathematical treatment of the Sharpe idea but didn't find that -- D. Luenberger, a good mathematician, has a book on finance that may have such a treatment. Thanks for the reference on micro. I copied that in my place for such things and will look at it if I get interested in econ after I exit from my startup! Well, nil nisi bonum.