J.Frederic Bonnans,
Alexander Shapiro
Perturbation Analysis of Optimization Problems
Paperback Engels 2013 9781461271291Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.
Specificaties
ISBN13:9781461271291
Taal:Engels
Bindwijze:paperback
Aantal pagina's:601
Uitgever:Springer New York
Lezersrecensies
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Inhoudsopgave
Basic notation.- Introduction.- Background material.- Optimality conditions.- Basic perturbation theory.- Second order analysis of the optimal value and optimal solutions.- Optimal Control.- References.
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