A First Course in Optimization Theory
The book gives a well-written introduction to continuous optimization. For each result numerous examples are given to explain the central ideas and limitations of the result. In addition, many applications from economics are discussed. The presentation is kept at a simple level; it avoids a detailed discussion of some of the ideas, and concentrates on issues that are relevant for applications. In the text for example, ``the constraint qualification is simply the linear independence of the gradients of the active (effective) constraints, and no comment is made that there are other forms of constraint qualification. In spite of the simplicity, the book contains a rather detailed collection of all relevant results for continuous optimization. Summarizing, the book is an excellent reference for self-studies, especially for students in business and economics. The contents of the book is organized as follows. The notation and basic concepts from analysis and linear algebra are introduced in Chapter 1. Chapters 2 and 3 present a general discussion, Chapters 4, 5, and 6 deal with unconstrained, equality constrained, and inequality constrained optimization, and discuss first- and second-order conditions for optimality. In Chapters 7 and 8, additional results for convex and quasi-convex problems are discussed. Chapter 9 develops a theory about the dependence of the solution of an optimization problem on a set of parameters who define the problem. Chapters 10, 11, and 12, finally discuss supermodularity, finite-horizon dynamic programming and stationary discounted dynamic programming. The appendix covers basic concepts from set theory and logic, the real numbers, and vector spaces.
- Generalized convexity in non-regular programming problems with inequality-type constraints
- Worst-case estimation for econometric models with unobservable components
- Restricted reallocation of resources
- Introductory lectures on convex optimization. A basic course.
- On first order optimality conditions for vector optimization
- Self-organised adjustments in a market with price-setting firms
- Manipulation through bribes
- Potential differential games
- Drift counteraction optimal control for deterministic systems and enhancing convergence of value iteration
- Monotonicity implies linearity: characterizations of convex combinations of solutions to cooperative games
- Financial contagion and asset liquidation strategies
- Uniform projection designs
- Complexity and heterogeneity in a dynamic network
- Log-robust portfolio management with parameter ambiguity
- Stackelberg equilibrium in a dynamic stimulation model with complete information
- Application of Gröbner bases and quantifier elimination for insightful engineering design
- Optimal design of brittle composite materials: a nonsmooth approach
- Hedging the risk of wind power production using dispatchable energy source
- Sharing the global outcomes of finite natural resource exploitation: a dynamic coalitional stability perspective
- Dangerous tangents: an application of -convergence to the control of dynamical systems
- Regime switching optimal growth model with risk sensitive preferences
- Large deviations of mean-field interacting particle systems in a fast varying environment
- Robust global exponential stabilization on the \(n\)-dimensional sphere with applications to trajectory tracking for quadrotors
- Dynamic contracts with random monitoring
- On the entropy of couplings
- On duality and the benefit function
- Optimal booking control in revenue management with two substitutable resources
- Optimal control of a dispatchable energy source for wind energy management
- Collateral premia and risk sharing under limited commitment
- On some properties and an application of the logarithmic barrier method
- Voluntary contributions to multiple public goods in a production economy with widespread externalities
- Gains from switching and evolutionary stability in multi-player matrix games
- Indefinite least squares with a quadratic constraint
- Characterization and computation of control invariant sets for linear impulsive control systems
- An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
- The Hairy-Downy game: a model of interspecific social dominance mimicry
- Optimal control of a capacitated inventory system with multiple demand classes
- scientific article; zbMATH DE number 5908148 (Why is no real title available?)
- scientific article; zbMATH DE number 4016539 (Why is no real title available?)
- Memorable consumption
- Subsystem identification of multivariable feedback and feedforward systems
- scientific article; zbMATH DE number 7232792 (Why is no real title available?)
- Voting over selfishly optimal nonlinear income tax schedules with a minimum-utility constraint
- Algorithms for propagating uncertainty across heterogeneous domains
- Monotonicity properties of a class of stochastic inventory systems
- Local asymptotic minimax theory for block-decreasing densities
- The Effect of Time-Varying Jamming Interference on Networked Stabilization
- Risk sensitive portfolio optimization in a jump diffusion model with regimes
- Precautionary paying for stochastic improvements under background risks
- Lipschitz range in an elementary proof of the Brouwer fixed point theorem, and a proof of the Nash equilibrium
- PROBABILISTIC STABILITY, AGM REVISION OPERATORS AND MAXIMUM ENTROPY
- Technical change and the decentralization penalty
- Collective dynamics of phase-repulsive oscillators solves graph coloring problem
- Synthesis and generalization of structural results in inventory management: a generalized convexity property
- scientific article; zbMATH DE number 6316796 (Why is no real title available?)
- Voting over selfishly optimal nonlinear income tax schedules
- Convergence analysis of truncated incomplete Hessian Newton minimization method and application in biomolecular potential energy minimization
- A statistical mechanics approach to mixing in stratified fluids
- Optimal Disability Insurance with Moral Hazards: Absenteeism, Presenteeism, and Shirking
- Parameter identifiability in statistical machine learning: a review
- LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
- Manufacturing process changes: myopic and long-term planning
- Monotonicity of minimizers in optimization problems with applications to Markov control processes
- A dual-threshold up-down counter for GPS acquisition
- scientific article; zbMATH DE number 2212013 (Why is no real title available?)
- Equivalent Formulations of the Oxygen Depletion Problem, Other Implicit Moving Boundary Value Problems, and Implications for Numerical Approximation
- Capacity choice game in a multiserver queue: Existence of a Nash equilibrium
- Event‐triggered global trajectory tracking control of a quadrotor: Synthesis, simulations, and experiments
- Bidding to procure supply in newsvendor networks
- Consistent queueing rules
- Can we reliably detect biases that matter in observational studies?
- A partition-based convergence framework for population-based optimization algorithms
- Anomalies in the foundations of ridge regression: some clarifications
- Partial information games and competitive advertising
- Stochastic vaccination game among influencers, leader and public
- On the interplay between pricing, competition and QoS in ride-hailing
- Quadratic programming with one quadratic constraint in Hilbert spaces
- Assessing the accuracy of externalities prediction in a LCFS-PR M/G/1 queue under partial information
- Adaptive hybrid global attitude tracking controller
- The vanishing discount approach to constrained continuous-time controlled Markov chains
- The spectral approach to linear rational expectations models
- Quality dynamics in regulated oligopsony markets with reputation systems
- Message complexity on a binary type space
- Nonlinear stability of relative equilibria in the planar N-vortex problem with non-zero total circulation
- Information compression in dynamic games
- Transition points in the capacity-achieving distribution for the peak-power limited AWGN and free-space optical intensity channels
- Generalizations of the General Lotto and Colonel Blotto games
- Constrained estimation and the theorem of Kuhn-Tucker
- An improved test set approach to nonlinear integer problems with applications to engineering design
- A mathematical analysis of public avoidance behavior during epidemics using game theory
- Equality-constrained minimization of polynomial functions
- Consistency of \(h\)-mode depth
- Frequency-domain subsystem identification with application to modeling human control behavior
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