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Lectures on Variational Analysis

Lectures on Variational Analysis

Hardcover

Series: Applied Mathematical Sciences, Book 205

AlgebraGeneral MathematicsProbability & Statistics

ISBN10: 3030799107
ISBN13: 9783030799106
Publisher: Springer
Published: Feb 5 2022
Pages: 219
Weight: 1.11
Height: 0.56 Width: 6.14 Depth: 9.21
Language: English
This book presents an introduction to variational analysis, a field which unifies theories and techniques developed in calculus of variations, optimization, and control, and covers convex analysis, nonsmooth analysis, and set-valued analysis. It focuses on problems with constraints, the analysis of which involves set-valued mappings and functions that are not differentiable. Applications of variational analysis are interdisciplinary, ranging from financial planning to steering a flying object. The book is addressed to graduate students, researchers, and practitioners in mathematical sciences, engineering, economics, and finance. A typical reader of the book should be familiar with multivariable calculus and linear algebra. Some basic knowledge in optimization, control, and elementary functional analysis is desirable, but all necessary background material is included in the book.

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