ISBN 13 : 978-0521497701

Sommaire :
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.

Langue : Anglais

Lieu d'édition : CAMBRIDGE

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque