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999 _c5148
_d5148
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008 230316b ||||| |||| 00| 0 eng d
020 _a9780521497701
082 _a519.3
_bSUN
100 _aSundaram, Rangrajan K.
_911952
245 _aA first course in optimization theory
260 _bCambridge University Press
_aCambridge
_c2011
300 _axvii, 357 p.
365 _aGBP
_b36.99
504 _aTable of Contents 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.
520 _aThis 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.
650 _aMathematical optimization
_9647
650 _aProgramming (Mathematics)
_912330
942 _2ddc
_cBK