Lectures on Mathematical Theory of Extremum Problems
by Igor Vladimirovich Girsanov; edited by B. T. Poljak
Editor’s preface -- Lecture 1. Introduction -- Lecture 2. Topological linear spaces, convex sets, weak topologies -- Lecture 3. Hahn-Banach Theorem -- Lecture 4. Supporting hyperplanes and extremal points -- Lecture 5. Cones, dual cones -- Lecture 6. Necessary extremum conditions (Euler-Lagrange equation) -- Lecture 7. Directions of decrease -- Lecture 8. Feasible directions -- Lecture 9. Tangent directions -- Lecture 10. Calculation of dual cones -- Lecture 11. Lagrange multipliers and the Kuhn-Tucker Theorem -- Lecture 12, Problem of optimal control. Local maximum principle -- Lecture 13. Problem of optimal control. Maximum principle -- Lecture 14. Problem of optimal control. Constraints on phase coordinates, minimax problem -- Lecture 15. Sufficient extremum conditions -- Lecture 16. Sufficient extremum conditions. Examples -- Suggestions for further reading -- References.
Extent: | Online-Ressource digital |
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Series: | |
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Type of publication: | Book / Working Paper
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Language: | English |
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ISBN: | 978-3-642-80684-1 ; 978-3-540-05857-1 |
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Other identifiers: | 10.1007/978-3-642-80684-1 [DOI] |
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Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013520057