First Course in Optimization Theory by Rangarajan K. Sundaram (1996, Hardcover) online kaufen

Über dieses Produkt

Product Identifiers

PublisherCambridge University Press

ISBN-100521497191

ISBN-139780521497190

eBay Product ID (ePID)427541

Product Key Features

Number of Pages376 Pages

LanguageEnglish

Publication NameFirst Course in Optimization Theory

Publication Year1996

SubjectEconometrics, Optimization

TypeTextbook

AuthorRangarajan K. Sundaram

Subject AreaMathematics, Business & Economics

FormatHardcover

Dimensions

Item Height0.9 in

Item Weight30.8 Oz

Item Length10 in

Item Width7 in

Additional Product Features

Intended AudienceScholarly & Professional

LCCN95-022878

TitleLeadingA

Reviews'... the book is an excellent reference for self-studies, especially for students in business and economics.' H. Noltemeier, Würzberg, ‘… the book is an excellent reference for self-studies, especially for students in business and economics.’H. Noltemeier, Würzberg, 'â€¦ the book is an excellent reference for self-studies, especially for students in business and economics.' H. Noltemeier, Wrzberg

Dewey Edition20

IllustratedYes

Dewey Decimal330/.0151

Table Of Content1. 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.

SynopsisThis book, first published in 1996, 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., This book, first published in 1996, introduces students to optimization theory and its use in economics and allied disciplines. The first part examines the existence of solutions to optimization problems in Rn, 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., This 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. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

LC Classification NumberQA402.5 .S837 1996