Stochastic Modelling and Applied Probability

Optimization—Theory and Applications

Problems with Ordinary Differential Equations

Authors: Cesari, L.

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About this book

This book has grown out of lectures and courses in calculus of variations and optimization taught for many years at the University of Michigan to graduate students at various stages of their careers, and always to a mixed audience of students in mathematics and engineering. It attempts to present a balanced view of the subject, giving some emphasis to its connections with the classical theory and to a number of those problems of economics and engineering which have motivated so many of the present developments, as well as presenting aspects of the current theory, particularly value theory and existence theorems. However, the presentation ofthe theory is connected to and accompanied by many concrete problems of optimization, classical and modern, some more technical and some less so, some discussed in detail and some only sketched or proposed as exercises. No single part of the subject (such as the existence theorems, or the more traditional approach based on necessary conditions and on sufficient conditions, or the more recent one based on value function theory) can give a sufficient representation of the whole subject. This holds particularly for the existence theorems, some of which have been conceived to apply to certain large classes of problems of optimization. For all these reasons it is essential to present many examples (Chapters 3 and 6) before the existence theorems (Chapters 9 and 11-16), and to investigate these examples by means of the usual necessary conditions, sufficient conditions, and value function theory.

Table of contents (1 chapter)

  • Duality and Upper Semicontinuity of Set Valued Functions

    Lamberto Cesari

    Pages 474-502

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Buy this book

eBook $89.99 net
( price for USA )
  • ISBN 978-1-4613-8165-5
  • digitally watermarked, no DRM
  • included format: PDF
  • eBooks can be used on all Reading Devices
Softcover $119.00 net
( price for USA )
  • ISBN 978-1-4613-8167-9
  • free shipping for individuals worldwide
  • usually dispatched within 3 to 5 business days

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Bibliographic Information

Bibliographic Information
Book Title
Optimization—Theory and Applications
Book Subtitle
Problems with Ordinary Differential Equations
Series Title
Stochastic Modelling and Applied Probability
Series Volume
17
Copyright
1983
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York Inc.
eBook ISBN
978-1-4613-8165-5
DOI
10.1007/978-1-4613-8165-5
Softcover ISBN
978-1-4613-8167-9
Series ISSN
0172-4568
Edition Number
1
Topics