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.
Produkt-Info
Reihe
Sprache
Verlagsort
Zielgruppe
Produkt-Hinweis
Illustrationen
Maße
Höhe: 241 mm
Breite: 163 mm
Dicke: 42 mm
Gewicht
ISBN-13
978-0-387-98705-7 (9780387987057)
DOI
10.1007/978-1-4612-1394-9
Schweitzer Klassifikation
Basic notation.- Introduction.- Background material.- Optimality conditions.- Basic perturbation theory.- Second order analysis of the optimal value and optimal solutions.- Optimal Control.- References.