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

Bonnans, J.Frederic Frederic; Shapiro, Alexander

ISBN 10: 1461271290 / ISBN 13: 9781461271291

Verlag: Springer, 2013

Beschreibung

Bestandsnummer des Verkäufers ABLIING23Mar2716030028568

Bibliografische Details

• Titel: Perturbation Analysis of Optimization Problems (Springer Series in Operations Research and Financial Engineering)
• Verlag: Springer
• Erscheinungsjahr: 2013
• Sprache: Englisch
• ISBN-10: 1461271290
• ISBN-13: 9781461271291
• Einband: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

This is a research-level book in optimization. The results herein can be applied to various fields, from physics to economics. A nice feature is its great number of examples, which help the reader to understand the meaning of various statements and assumptions. It will be very useful not only to research professionals in the field of optimization, nonlinear programming and optimal control, but also to users of optimization in mechanics, physics, statistics, finance and economics.

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.