MATH6231 - Topics in Optimization Theory I - 2018/19

General Information

Lecturer

• Tan
  • Office: 223
  • Email:

Time and Venue

• Lecture: Tuesday 14:30-17:15 Lady Shaw Bldg 222

Course Description

I. (Static) Optimisation under constraint

II. Dynamic optimisation: discrete time case

III. Dynamic optimisation: continuous time case

III.1. Calculus of variations

III.2. Dynamic programming

III.3. Pontryagin's maximum principle

References

• Convex Analysis and Optimization by D.P. Bertsekas, A. Nedic and A. E. Ozdaglar
• Dynamic Programming and Optimal Control Volume I by D.P. Bertsekas

Assessment Scheme

Honesty in Academic Work

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and thereby help avoid any practice that would not be acceptable.