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•GUIDA ECONOMIA 07-08 - Università degli studi di Udine

•GUIDA ECONOMIA 07-08 - Università degli studi di Udine

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222 prospectus u<strong>di</strong>ne<br />

point in the plane. Continuity for a function<br />

of two variables. Partial derivatives.<br />

The tangent plane. Local and global minima<br />

and maxima. The gra<strong>di</strong>ent and critical<br />

points. The Hessian matrix, necessary<br />

con<strong>di</strong>tions and sufficient con<strong>di</strong>tions for<br />

local extrema. Saddle points. Local<br />

extrema with constraints, Lagrange’s<br />

multipliers.<br />

Bibliography<br />

Course textbook<br />

- M. GAUDENZI, Matematica Generale (provided<br />

by the lecturer).<br />

Rea<strong>di</strong>ng list<br />

- A. AMBROSETTI, I. MUSU, Matematica<br />

Generale e Applicazioni all’Economia,<br />

Liguori E<strong>di</strong>tore.<br />

- G.C. BAROZZI, C. CORRADI, Matematica<br />

Generale per le Scienze Economiche, Il<br />

Mulino.<br />

- P. MARCELLINI, C. SBORDONE, Calcolo,<br />

Liguori E<strong>di</strong>tore.<br />

MATHEMATICS<br />

ADVANCED COURSE 1<br />

Prof. Marcellino Gaudenzi<br />

Contents<br />

- The n-<strong>di</strong>mensional space, metrical and<br />

topological properties.<br />

- Functions of several real variables.<br />

- Differential calculus for functions of<br />

several variables.<br />

- Local and global maxima and minima.<br />

- Functions of several real variables<br />

assuming vector values.<br />

- Differential calculus for functions<br />

assuming vector values.<br />

- The implicit function theorem.<br />

Bibliography<br />

- SIMON-BLUME, Matematica 2 per l’Economia<br />

e le Scienze Sociali, Univ. Bocconi E<strong>di</strong>tore.<br />

- M. GAUDENZI, Lecture notes (provided<br />

by the lecturer).<br />

MATHEMATICS<br />

ADVANCED COURSE 1<br />

(CdL CSBM)<br />

Prof. Marcellino Gaudenzi<br />

Contents<br />

- The n-<strong>di</strong>mensional space, topological<br />

and geometrical properties.<br />

- Functions of several real variables.<br />

- Differential calculus for functions of<br />

several variables.<br />

- Quadratic forms.<br />

- Convex functions.<br />

- Local and global maxima and minima.<br />

- Optimization.<br />

- Jordan and Lebesgue measures.<br />

- Multi-<strong>di</strong>mensional integrals.<br />

Bibliography<br />

- M. GAUDENZI, Lecture notes (provided<br />

by the lecturer).<br />

MATHEMATICS<br />

ADVANCED COURSE 2<br />

Prof. Luciano Sigalotti<br />

Contents<br />

- Quadratic forms.<br />

Symmetric matrices and quadratic forms.<br />

Sign-based classification of quadratic<br />

forms.<br />

Characterization of positive and negative<br />

definite quadratic forms. Quadratic<br />

forms with linear constraints and their<br />

characterization.<br />

- Unconstrained optimization.<br />

First order necessary con<strong>di</strong>tions for optimal<br />

points. Second order sufficient con<strong>di</strong>tions<br />

for optimal points.<br />

- Constrained optimization. Equality constraints.<br />

The Lagrange multipliers theorem. Geometric<br />

and synthetic analysis of stationarity<br />

points. Second order sufficient con<strong>di</strong>tions<br />

for constrained optimal points.<br />

- Constrained optimization. Inequality<br />

and mixed constraints.

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