Springer Operations Research and Financial Engineering: Perturbation Analysis of Optimization Problems (Hardcover)
J Frederic Bonnans; Alexander Shapiro
Springer New York
9780387987057
0-387-98705-3
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.