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Lecture Notes on Optimization


  • Pravin Varaiya


This is an online version of the classic set of Pravin Varaiya's classic set of lecture notes on optimization analysis.

Suggested Citation

  • Pravin Varaiya, 1972. "Lecture Notes on Optimization," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr9, August.
  • Handle: RePEc:oet:tbooks:emetr9

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    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Walter Ried, 1996. "Willingness to pay and cost of illness for changes in health capital depreciation," Health Economics, John Wiley & Sons, Ltd., vol. 5(5), pages 447-468, September.
    2. Sun, Yufei & Aw, Grace & Teo, Kok Lay & Zhu, Yanjian & Wang, Xiangyu, 2016. "Multi-period portfolio optimization under probabilistic risk measure," Finance Research Letters, Elsevier, vol. 18(C), pages 60-66.

    More about this item


    econometrics; econometrics; online textbook; optimization;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis


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