Calculus of Variations
The development of the calculus of variations is attributed to Euler and Lagrange, although some of it can be traced back to the Bernoullis. A history of the calculus of variations is provided by Goldstine (1980). The calculus of variations deals with the problem of determining a function that optimizes some criterion that is usually expressed as an integral. This problem is analogous to the differential calculus problem of finding a point at which a function is optimized, except that the point in the calculus of variations is a function rather than a number. The function over which the optimum is sought is usually restricted to the class of continuous and at least piecewise differentiable functions.
- Edgeworth, F.Y. 1881. Mathematical psychics. Reprinted, New York: Augustus M. Kelley, 1967.Google Scholar
- Goldstine, H.H. 1980. A history of the calculus of variations. New York: Springer.Google Scholar
- Kamien, M.I., and N.L. Schwartz. 1981. Dynamic optimization. New York: North-Holland.Google Scholar