The Best of All Possible Worlds:
The Idea of Optimization
Ivar Ekeland
Department of Mathematics and Department of Economics
University of British Columbia
Tuesday, March 4, 2008
7:00 pm, Willey Hall 125 Map
Lecture Video
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Abstract:
Optimization, one of the most utilized
branches of applied mathematics, is the
study of problems which can be
formulated as maximizing some quantity
of interest by controlling related
quantities. The idea of optimization is intimately connected with modern
science. Pioneers
like Galileo, Fermat, and Newton, were convinced that the world
had been
created by a benevolent god who had established the laws of
nature as the
most efficient way to achieve his purposes: in short, this is
the best
of all possible worlds, and it is the task of science to find
out why
and how. Gradually this view was overturned, leaving
optimization as
an important tool for the humanengineered world. More
recently, game
theory has come to replace optimization for describing
situations where
a multitude of individuals with conflicting interests make
decisions
based on imperfect information. In this lecture, Professor
Ekeland will
guide us along the path from Fermat to modern economic theory,
and from
optimization to game theory.
Math Matters lectures feature distinguished
mathematicians and
scientists who are also superb expositors able to illuminate
the role mathematics is playing in understanding our world and
shaping our lives. The lectures are aimed at a broad audience.
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