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Computational methods in optimization : a unified approach
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ISBN: 0125593503 9780125593502 9780080960913 008096091X 1282035029 9781282035027 9786612035029 6612035021 Year: 1971 Volume: 77 Publisher: New York : Academic Press,


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Optimierungsverfahren für Variationsaufgaben mit gewöhnlichen Differentialgleichungen als Nebenbedingungen
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ISBN: 3540051627 Year: 1971 Publisher: Berlin Springer

Constrained extrema : introduction to the differentiable case with economic applications
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ISBN: 3540056378 0387056378 3642806570 9783540056379 Year: 1971 Volume: 56 Publisher: Berlin: Springer,

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Abstract

These notes are the result of an interrupted sequence of seminars on optimiza­ tion theory with economic applications starting in 1964-1965. This is mentioned by way of explaining the uneven style that pervades them. Lately I have been using the notes for a two semester course on the subject for graduate students in economics. Except for the introductory survey, the notes are intended to provide an appetizer to more sophisticated aspects of optimization theory and economic theory. The notes are divided into three parts. Part I collects most of the results on constrained extremf! of differentiable functionals on finite and not so finite dimensional spaces. It is to be used as a reference and as a place to find credits to various authors whose ideas we report. Part II is concerned with finite dimensional problems and is written in detail. Needless to say, my contributions are marginal. The economic examples are well known and are presented by way of illustrating the theory. Part III is devoted to variational problems leading to a discussion of some optimal control problems. There is a vast amount of literature on these problems and I tried to limit my intrusions to explaining some of the obvious steps that are usually left out. I have borrowed heavily from Akhiezer [ 1], Berkovitz [ 7], Bliss [lOJ and Pars [40J. The economic applications represent some of my work and are presented in the spirit of illustration.


Book
The approximate minimization of functionals
Author:
ISBN: 0130438774 9780130438775 Year: 1971 Publisher: Englewood Cliffs: Prentice Hall,

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