The main topics of the course are:
- Solving continuous problems using calculus of variations (including different end points and corner conditions). Kirk Section 4. Lectures 1-2.
- Solving optimal control problems (including different end point conditions, minimum principle, singular intervals). Kirk Section 5. Lectures 3-5.
- Solving infinite horizon problems. Kamien & Schwartz, part 1, Sections 15, 16. Lecture 4.
- Solving discrete problems using DP-algorithm (including problems having stochastics and imperfect information). Bertsekas Volume 1 Sections 1-5. Lectures 6-8.
- Learning the relevant concepts and terminology.
The course books can be found as pdf versions with a Google search. It is not necessary to read the books, but they can be a good learning aid, if you want to clarify some concept to yourself.
In addition to lecture material, you should be able to solve the problems from exercises. For more practice, you can find similar problems and their solutions in the course books.