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Optimisation Theory LSE

Name: Optimisation Theory LSE
Price: 5990 CLP
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$5.990

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Introduction and review of relevant parts from real analysis, with emphasis on higher dimensions.
Weierstrass’ Theorem on continuous functions on compact sets.
Review with added rigour of unconstrained optimization of differentiable functions.
Lagrange’s Theorem on equality-constrained optimization.
The Kuhn-Tucker Theorem on inequality-constrained optimization.
Finite and infinite horizon dynamic programming.