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Washington University in St. Louis

Arts & Sciences

John Nachbar

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  • Course Notes
    • Math
      • Logic and Set Theory
      • Analysis
      • Linear Algebra
      • Convexity
      • Multivariate Differentiation
      • Optimization
      • Comparative Statics
      • Fixed Point Theorems
    • Economics
    • Game Theory
  • Food

Optimization

With the exception of some of the discussion in the existence notes, the notes below all pertain to finite-dimensional optimization. I have notes on dynamic programming but they need work. I’ll post them when they are ready; don’t hold your breath.

  1. Existence of Extrema
  2. Karush-Kuhn-Tucker Theorem
  3. Sufficiency Conditions
  4. Convex Optimization
  5. Theorem of the Maximum
  6. Envelope Theorem
  • Course Notes
    • Math
      • Logic and Set Theory
      • Analysis
      • Linear Algebra
      • Convexity
      • Multivariate Differentiation
      • Optimization
      • Comparative Statics
      • Fixed Point Theorems
    • Economics
    • Game Theory

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