MATH6231 - Topics in Optimization Theory I - 2021/22

General Information

Lecturer

• Tan Xiaolu
  • Email:

Course Description

1. Static optimization review,

2. Dynamic optimal control: deterministic case

3. Dynamic optimal control: stochastic case

References

• Wendell Fleming and Raymond Rishel, Deterministic and Stochastic Optimal Control, Springer.

Pre-class Notes

• Note0

Lecture Notes

• Note1