Originally posted by: SystemAdmin
[prubin said:]
You might try the Wikipedia. Otherwise, most introductory level books on optimization, linear programming, nonlinear programming etc. will start with some sort of definition, although I don't know how many will cast the net widely enough to mention things like optimal control, calculus of variations, stochastic programming, Markovian decision problems, etc. There's also a (multivolume?) Encyclopedia of Optimization that might have pertinent entries.
/Paul
#DecisionOptimization#MathematicalProgramming-General