Course content
Dynamic optimization, both deterministic and stochastic.
Reading list
Either: K. Syds?ter, A. Seierstad, A. Str?m: Matematisk analyse, bind 2, 4. utg., Gyldendal Akademisk 2002,
avsnitt 3.8 og kapitlene 9?13 (in Norwegian);
or: An equivalent English version*.
In addition: Atle Seierstad: Stochastic programming (an existing 52-page paper in English)*.
* English literature will be made available as handouts.