TU Chemnitz: Fakultät für Mathematik: Professur für Wirtschaftsmathematik

This monograph deals with the general principles of the theory of extremal problems. In particular, the author discusses Lagrange's principle, the duality principle, the complete elimination of restrictions, the Hamilton-Jacobi principle, the extension of extremal problems, and the invariance principle. These principles enable a variety of different extremal problems (for example, from calculus of variations, optimal control, and convex programming), to be considered from a unified of view.

• Preface
• Introduction. Background Material
• The Lagrange Principle for Constrained Problem
• The Duality Principle in Convex Analysis and Convex Programming
• The Principle of Extension of Variational Problems
• The Principle of Complete Constraint Removal, the Hamilton-Jacobi Principle, the Invariance Principle. Examples
• References
• Basic Notation
• Index