Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering) - Hardcover

Shapiro, Alexander; Bonnans, J. Frederic

 
9780387987057: Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)

Inhaltsangabe

A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.

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Reseña del editor

A presentation of general results for discussing local optimality and computation of the expansion of value function and approximate solution of optimization problems, followed by their application to various fields, from physics to economics. The book is thus an opportunity for popularizing these techniques among researchers involved in other sciences, including users of optimization in a wide sense, in mechanics, physics, statistics, finance and economics. Of use to research professionals, including graduate students at an advanced level.

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Weitere beliebte Ausgaben desselben Titels

9781461271291: Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)

Vorgestellte Ausgabe

ISBN 10:  1461271290 ISBN 13:  9781461271291
Verlag: Springer, 2013
Softcover