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    A First Course in Optimization Theory (Paperback) By (author) Rangarajan K. Sundaram

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    DescriptionThis book, first published in 1996, 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.


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  • Full bibliographic data for A First Course in Optimization Theory

    Title
    A First Course in Optimization Theory
    Authors and contributors
    By (author) Rangarajan K. Sundaram
    Physical properties
    Format: Paperback
    Number of pages: 376
    Width: 196 mm
    Height: 277 mm
    Thickness: 25 mm
    Weight: 658 g
    Language
    English
    ISBN
    ISBN 13: 9780521497701
    ISBN 10: 0521497701
    Classifications

    B&T Book Type: NF
    BIC E4L: ECO
    Nielsen BookScan Product Class 3: S4.5
    B&T Modifier: Region of Publication: 01
    BIC subject category V2: KCA
    B&T General Subject: 180
    Ingram Subject Code: BE
    Libri: I-BE
    B&T Modifier: Academic Level: 02
    B&T Modifier: Text Format: 06
    LC subject heading:
    Warengruppen-Systematik des deutschen Buchhandels: 17830
    LC subject heading:
    BISAC V2.8: MAT017000
    LC subject heading:
    B&T Merchandise Category: UP
    BISAC V2.8: BUS023000, BUS069030, BUS021000, MAT011000
    DC20: 519.3
    B&T Approval Code: A51862000
    BIC subject category V2: PBU
    DC22: 519.3
    LC classification: QA402.5 .S837 1996
    Thema V1.0: KCA, KCZ, PBU
    Edition statement
    New ed.
    Illustrations note
    11 b/w illus.
    Publisher
    CAMBRIDGE UNIVERSITY PRESS
    Imprint name
    CAMBRIDGE UNIVERSITY PRESS
    Publication date
    13 June 1996
    Publication City/Country
    Cambridge
    Review quote
    '... the book is an excellent reference for self-studies, especially for students in business and economics.' H. Noltemeier, Wurzberg
    Back cover copy
    A First Course in Optimization Theory 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 R(superscript n), 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.
    Table 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.