A First Course in Optimization Theory

A First Course in Optimization Theory

Editorial Reviews
Review
'... the book is an excellent reference for self-studies, especially for students in business and economics.' H. Noltemeier, Würzberg

Book Description
This 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. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained.

A First Course in Optimization Theory,Rangarajan K. Sundaram,Cambridge University Press,0521497701,Business / Economics / Finance,Business/Economics,Economic History,Economics - Theory,Game Theory,Linear Programming,Mathematical optimization,Mathematics,Programming (Mathematics),Business & Economics / Economic History,Economic theory & philosophy,Optimization

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