MATH6231 - Topics in Optimization Theory I - 2022/23

General Information

Lecturer

• Tan Xiaolu
  • Email:

Time and Venue

• Lecture: Wednesday 15:30-18:15 (LSB219)

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.

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