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First Course in Optimization Theory

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ISBN-10: 0521497701

ISBN-13: 9780521497701

Edition: 1996

Authors: Rangarajan K. Sundaram

List price: $56.99
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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: $56.99
Copyright year: 1996
Publisher: Cambridge University Press
Publication date: 6/13/1996
Binding: Paperback
Pages: 376
Size: 7.01" wide x 10.00" long x 0.79" tall
Weight: 1.782
Language: English

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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