A First Course in Optimization Theory

出版者:Cambridge University Press

作者:Rangarajan K. Sundaram

页数:375

出版时间:1996-6-13

价格:USD 47.99

装帧:Paperback

isbn号码:9780521497701

图书标签:数学optimizationmathOptimizationtheoryMathEcon经济学Statistics

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.

用户评价

Well written.

Despite a little bit of typos , it’s a great textbook. The "cook book procedure" is very useful as well.

不错的入门书

The best book on optimization theory I ever read.

cookbook introduction to optimization skills in economics