Scribd
Upload
307 views2 pages

A First Course in Optimization Theory

A First Course in Optimization Theory, authored by Rangarajan K. Sundaram, provides an introduction to optimization theory with applications in economics. The book is structured into three parts covering solution existence, parameter changes, and dynamic programming principles, complete with examples and proofs. It serves as an ideal core text for graduate-level courses across various disciplines, balancing depth and accessibility.

Uploaded by

huyue20010122
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
307 views2 pages

A First Course in Optimization Theory

A First Course in Optimization Theory, authored by Rangarajan K. Sundaram, provides an introduction to optimization theory with applications in economics. The book is structured into three parts covering solution existence, parameter changes, and dynamic programming principles, complete with examples and proofs. It serves as an ideal core text for graduate-level courses across various disciplines, balancing depth and accessibility.

Uploaded by

huyue20010122
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

A First Course in Optimization Theory

Rangarajan K. Sundaram, Stern School of Business, New York

Publication date
Digital publication date: 05 June 2012
Physical publication date: 29 August 1996

This book, first published in 1996, introduces students to optimization


theory and its use in economics and allied disciplines. The first of its
three parts examines the existence of solutions to optimization
problems in Rn, and how these solutions may be identified. The second
part explores how solutions to optimization problems change with
changes in the underlying parameters, and the last part provides an
extensive description of the fundamental principles of finite- and
infinite-horizon dynamic programming. Each chapter contains a
number of detailed examples explaining both the theory and its
applications for first-year master's and graduate students. 'Cookbook'
procedures are accompanied by a discussion of when such methods
are guaranteed to be successful, and, equally importantly, when they
Find out more
could fail. Each result in the main body of the text is also accompanied
by a complete proof. A preliminary chapter and three appendices are designed to keep the book
mathematically self-contained.

Key features
Best integrated text on optimization theory currently available
Ideal as core text in graduate/master's-level courses on mathematics for economists, can also
be used to teach master's-level mathematics courses to students in politics, government,
finance, business, and operations research
Balances depth and breadth: competing texts are either too elementary or too rigorous and
comprehensive
Questions at the end of each chapter

About the book


Subjects: Econometrics and Mathematical Methods, Economics
Format: Hardback , Price: US$165.00
Publication date: 29 August 1996, ISBN: 9780521497190
Format: Paperback , Price: US$64.00
Publication date: 29 August 1996, ISBN: 9780521497701
Format: Digital , Price: US$64.00

This flyer was generated on 16 May 2025 at 09:18 and the information may have been
updated since generation.
Publication date: 05 June 2012, ISBN: 9780511804526

https://doi.org/10.1017/CBO9780511804526

Contents
1 - Mathematical Preliminaries 10 - Supermodularity and Parametric Monotonicity
2 - Optimization in ℝ n 11 - Finite-Horizon Dynamic Programming
3 - Existence of Solutions: The Weierstrass Theorem 12 - Stationary Discounted Dynamic Programming
4 - Unconstrained Optima Appendix A - Set Theory and Logic: An Introduction
5 - Equality Constraints and the Theorem of Lagrange Appendix B - The Real Line
6 - Inequality Constraints and the Theorem of Kuhn and Tucker Appendix C - Structures on Vector Spaces
7 - Convex Structures in Optimization Theory Bibliography
8 - Quasi-Convexity and Optimization Index
9 - Parametric Continuity: The Maximum Theorem

This flyer was generated on 16 May 2025 at 09:18 and the information may have been
updated since generation.

You might also like