This issue deals with the conceptualization of an optimization problem. In particular, we first provide a formal definition of such a mathematical concept. Then, we give some classifications of the optimization problems on the basis of their main characteristics (presence of time dependence and of constraints). In so doing, we also outline the standard techniques adopted for seeking solutions of an optimization problem. Lastly, some examples taken by the classical theory of economics and finance are proposed.
Optimization Problems / Cerqueti, Roy; Coppier, Raffaella. - (2016), pp. 1-4. [10.1007/978-1-4614-7883-6_354-1].
Optimization Problems
CERQUETI, ROY;COPPIER, RAFFAELLA
2016
Abstract
This issue deals with the conceptualization of an optimization problem. In particular, we first provide a formal definition of such a mathematical concept. Then, we give some classifications of the optimization problems on the basis of their main characteristics (presence of time dependence and of constraints). In so doing, we also outline the standard techniques adopted for seeking solutions of an optimization problem. Lastly, some examples taken by the classical theory of economics and finance are proposed.File allegati a questo prodotto
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