Further reading
As usual, the Numerical Recipes book is a good source of numerical algorithms. Chapter 10, Minimization or Maximization of Functions, deals with the maximization and minimization of functions:
- Press, W.H., Teukolsky, S.A., Vetterling, W.T., and Flannery, B.P., 2017. Numerical recipes: the art of scientific computing. 3rd ed. Cambridge: Cambridge University Press.
More specific information on optimization can be found in the following books:
- Boyd, S.P. and Vandenberghe, L., 2018. Convex optimization. Cambridge: Cambridge University Press.
- Griva, I., Nash, S., and Sofer, A., 2009. Linear and nonlinear optimization. 2nd ed. Philadelphia: Society for Industrial and Applied Mathematics.
Finally, the following book is a good introduction to game theory:
- Osborne, M.J., 2017. An introduction to game theory. Oxford: Oxford University Press.
