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Perturbation Analysis of Optimization Problems

Perturbation Analysis of Optimization Problems

by Alexander Shapiro and J.Frederic Bonnans
Paperback
Publication Date: 15/11/2013

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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.
ISBN:
9781461271291
9781461271291
Category:
Optimization
Format:
Paperback
Publication Date:
15-11-2013
Publisher:
Springer-Verlag New York Inc.
Country of origin:
United States
Pages:
601
Dimensions (mm):
235x155x32mm
Weight:
0.94kg

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