First Course in Optimization Theory

ISBN-10: 0521497701
ISBN-13: 9780521497701
Edition: 1996
List price: $49.99 Buy it from $32.36
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Description: This book introduces students to optimization theory and its use in economics and allied disciplines. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students.

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Book details

List price: $49.99
Copyright year: 1996
Publisher: Cambridge University Press
Publication date: 6/13/1996
Binding: Paperback
Pages: 376
Size: 7.25" wide x 10.25" long x 1.00" tall
Weight: 1.628
Language: English

This book introduces students to optimization theory and its use in economics and allied disciplines. Each chapter contains a number of detailed examples explaining both the theory and its applications for first-year master's and graduate students.

Mathematical preliminaries
Optimization in Rn
Existence of solutions: the Weierstrass theorem
Unconstrained optima
Equality constraints and the theorem of Lagrange
Inequality constraints and the theorem of Kuhn and Tucker
Convex structures in optimization theory
Quasi-convexity and optimization
Parametric continuity: the maximum theorem
Supermodularity and parametric monotonicity
Finite-horizon dynamic programming
Stationary discounted dynamic programming
Set theory and logic: an introduction
The real line
Structures on vector spaces
Bibliography

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