EconPapers    
Economics at your fingertips  
 

Singularities in Optimization Problems: the Maximum Function

Vladimir I. Arnold
Additional contact information
Vladimir I. Arnold: Steklov Mathematical Institute

Chapter 10 in Catastrophe Theory, 1992, pp 49-52 from Springer

Abstract: Abstract Many singularities, bifurcations, and catastrophes (jumps) arise in all problems in which extrema (maxima and minima) are sought, problems in optimization, control theory and decision theory. For instance, suppose we have to find x such that the value of a function f(x) is maximal. Under a smooth change of the function the optimal solution changes with a jump from one of the two competing maxima (A) to the other (B).

Keywords: Shock Wave; Decision Theory; Maximum Function; Typical Singularity; Minimum Function (search for similar items in EconPapers)
Date: 1992
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-58124-3_10

Ordering information: This item can be ordered from
http://www.springer.com/9783642581243

DOI: 10.1007/978-3-642-58124-3_10

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-05-22
Handle: RePEc:spr:sprchp:978-3-642-58124-3_10