Syllabus/achievement requirements

DIFFERENTIAL EQUATIONS

"Elementary Differential Equations with Boundary Value Problems", Edwards and Penney, sixth edition, Pearson, 2009.

Chapter 1, First-order equations - Sections 1-6

Chapter 2, Linear equations of higher order - Sections 1-5

Chapter 5, Linear systems - Sections 1-4 and 6-8

Chapter 7, Nonlinear systems - Sections 1-3

 

CALCULUS OF VARIATIONS AND OPTIMAL CONTROL THEORY

"Optimal control theory with economic applications", Seierstad and Syds?ter, North-Holland, 1987.

Chapter 1, Calculus of variations – Sections 1,2,4,5,6

(Sec 1: Problem definition, Sec 2: Euler equation, Sec 4: Special cases, Sec 5: Types of terminal conditions, Sec 6: Sufficient conditions)

Chapter 2, Optimal control theory – Sections 1,2,3,4,5,6

(Secs 1,2: Problem definition, Sec 3: Pontryagin maximum principle, Sec 4: Several states and controls, Sec 5: Connection to calculus of variations, Sec 6: Mangasarian and Arrow sufficiency theorems)  

 

 

Publisert 9. jan. 2015 16:33 - Sist endret 13. mai 2015 13:57