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MS-E2148 - Dynamic optimization, 16.01.2019-09.04.2019

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    books: B=Bertsekas vol 1, K=Kirk, KS=Kamien/Schwartz

    -=The lecture files may be updated as we go on=-

      • Lecture filesLecture files
        • 0_practicalities.pdf0_practicalities.pdf32.5KB
        • 1_lecture.pdf1_lecture.pdf142.1KB
        • 2_lecture.pdf2_lecture.pdf91.4KB
        • 3_lecture.pdf3_lecture.pdf87KB
        • 4_lecture.pdf4_lecture.pdf81.8KB
        • 5_lecture.pdf5_lecture.pdf76.8KB
        • 6_lecture.pdf6_lecture.pdf217KB
        • 7_lecture.pdf7_lecture.pdf224KB
        • 8_lecture.pdf8_lecture.pdf126KB
        • 9_lecture.pdf9_lecture.pdf64.4KB
        • 10_summary.pdf10_summary.pdf44.6KB
        • additional_topic_brownian-motion.pdfadditional_topic_brownian-motion.pdf979.9KB
        • additional_topic_stochastic_control.pdfadditional_topic_stochastic_control.pdf440.3KB
        • controllability and observability.pdfcontrollability and observability.pdf172.1KB
        • dp infinite horizon_policy_value_iterations.pdfdp infinite horizon_policy_value_iterations.pdf226.9KB
        • equations given in exam.pdfequations given in exam.pdf17KB
        • history_cold war and maximum principle.pdfhistory_cold war and maximum principle.pdf644.8KB
        • history_pontryagin in aerospace.pdfhistory_pontryagin in aerospace.pdf150.5KB
        • kalman filter.pdfkalman filter.pdf249.5KB
        • policy_iteration.pdfpolicy_iteration.pdf70KB
    • icon for activity Lecture 1 - Introduction, Calculus of variations, Euler equation, K4 Folder
    • icon for activity Lecture 2 - CoV: Transversality conditions, solutions with corners, K4 Folder
    • icon for activity Lecture 3 - Optimal control, K5 Folder
    • icon for activity Lecture 4 - Pontryagin minimum principle, Infinite time horizon in CoV, K5,KS15-16 Folder
    • icon for activity Lecture 5 - Min. time and control-effort prob., singular solutions, K5 Folder
    • icon for activity Lecture 6 - Dynamic Programming, discrete problem, B1.2-1.3 Folder
    • icon for activity Lecture 7 - DP: Applications, B2.1-2.2,4.4 Folder
    • icon for activity Lecture 8 - DP: Imperfect state information, B4.2-4.3,5.1 Folder
    • icon for activity Lecture 9 - Discounted problems, numerical methods Folder
    • icon for activity Lecture 10 - Continuous time problem, HJB equation, B3.1-3.2,K3.11 Folder
    • icon for activity Lecture 11 - Summary Folder

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  • MS-E2148 - Dynamic optimization, 16.01.2019-09.04.2019
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