A first course in optimization theory

Rangarajan K. Sundaram

This 1996 book introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students. 'Cookbook' procedures are accompanied by a discussion of when such methods are guaranteed to be successful, and, equally importantly, when they could fail. Each result in the main body of the text is also accompanied by a complete proof. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

「Nielsen BookData」より

This 1996 book introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students. 'Cookbook' procedures are accompanied by a discussion of when such methods are guaranteed to be successful, and, equally importantly, when they could fail. Each result in the main body of the text is also accompanied by a complete proof. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

「Nielsen BookData」より

[目次]

  • 1. Mathematical preliminaries
  • 2. Optimization in Rn
  • 3. Existence of solutions: the Weierstrass theorem
  • 4. Unconstrained optima
  • 5. Equality constraints and the theorem of Lagrange
  • 6. Inequality constraints and the theorem of Kuhn and Tucker
  • 7. Convex structures in optimization theory
  • 8. Quasi-convexity and optimization
  • 9. Parametric continuity: the maximum theorem
  • 10. Supermodularity and parametric monotonicity
  • 11. Finite-horizon dynamic programming
  • 12. Stationary discounted dynamic programming
  • Appendix A. Set theory and logic: an introduction
  • Appendix B. The real line
  • Appendix C. Structures on vector spaces
  • Bibliography.

「Nielsen BookData」より

[目次]

  • 1. Mathematical preliminaries
  • 2. Optimization in Rn
  • 3. Existence of solutions: the Weierstrass theorem
  • 4. Unconstrained optima
  • 5. Equality constraints and the theorem of Lagrange
  • 6. Inequality constraints and the theorem of Kuhn and Tucker
  • 7. Convex structures in optimization theory
  • 8. Quasi-convexity and optimization
  • 9. Parametric continuity: the maximum theorem
  • 10. Supermodularity and parametric monotonicity
  • 11. Finite-horizon dynamic programming
  • 12. Stationary discounted dynamic programming
  • Appendix A. Set theory and logic: an introduction
  • Appendix B. The real line
  • Appendix C. Structures on vector spaces
  • Bibliography.

「Nielsen BookData」より

この本の情報

書名 A first course in optimization theory
著作者等 Sundaram, Rangarajan K.
出版元 Cambridge University Press
刊行年月 1996
ページ数 xvii, 357 p.
大きさ 26-27 cm
ISBN 9780521497701
9780521497190
NCID BA28191893
※クリックでCiNii Booksを表示
言語 英語
出版国 アメリカ合衆国
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