MATH6231 - Topics in Optimization Theory I - 2023/24

General Information

Lecturer

• Tan Xiaolu
  • Email:

Time and Venue

• Lecture: LSB 222

Course Description

1. Dynamic optimal control: deterministic case

2. Dynamic optimal control: stochastic case

References

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