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Perturbation Analysis of Optimization Problems

Specificaties
Paperback, 601 blz. | Engels
Springer New York | 0e druk, 2013
ISBN13: 9781461271291
Rubricering
Springer New York 0e druk, 2013 9781461271291
Verwachte levertijd ongeveer 8 werkdagen

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
Druk:0

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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        Perturbation Analysis of Optimization Problems