Topic outline

  • Guide to the course

    Completing the course


    There are 2 problem sets with homework assignments per week (excluding the 1st week), where the first one is due on Wednesday before the lecture and the second one is due Friday afternoon. The sheets are usually published on Friday. The assignments are based on the lecture material in question and the corresponding solved exercise problems. There are several presentation items in each problem set. The students are asked to prepare the problem sets before each exercise class and inform the assistant about their willingness to present their solutions for presentation subtasks, which is done by selecting the subtasks in MyCourses here. There are no attendance points and no points for solved-in-class exercises. In total there are 20 points to gain by student-presents exercises and 28 points to gain by homework assignments.

    The course can be completed by participating in the exercise classes and taking the exam. The course can also be completed by just taking the exam.

    The students obtain 2 alternative grades on the scale 0–5:
    (1) just based on the result of their exam;
    (2) based on the result of their exam and their exercise submissions.
    From these two grades, the higher grade is automatically valid. The alternative grades are computed as follows:
    (1) The points in the exam (0–30) determine the final grade E;
    (2) The combined points are computed by scaling the points of the exam (0–30) linearly to 0–70, scaling the points of the homework exercises (0–28) linearly to 0–20, and by scaling the points for the presentation exercises 0–10 (0–20), and  summing these up. The combined points (0–100) determine the combined grade C. The homework problems make up 20 % of total points, and presentation problems make up 10 %, while the exam yields 70 %. However, for passing the course, at least 12 points in the exam are necessary.

    From the grades E and C, the higher grade is chosen. In both cases, 40% of the exam points (i.e., 12 points) are necessary for passing the course with grade 1.
    The precise thresholds for the particular grades are reported after the grading of the exams.

    For the students enrolled to the lecture course in SISU, there is no need to additionally enroll to the 1st exam. For the 2nd exam enrollment in SISU is mandatory for all examinees.

    Intended learning outcomes

    After the course, the student will be able to perform the following tasks:

    • to solve continuous time optimization problems using the calculus of variations, including different end point conditions. Lectures 1-2 (Kirk Section 4).
    • to solve continuous time optimal control problems, including different end point conditions, and the Pontryagin maximum/minimum principle. Lectures 3-5 (Kirk Section 5).
    • to solve certain infinite horizon problems. Lecture 4 (Bertsekas Vol 2, Section 1).
    • to solve discrete time/state problems using the dynamic programming (DP) algorithm, including certain stochastic problems. Lectures 6-7 (Bertsekas Vol 1, Sections 1-5).
    • to solve continuous time problems using the Hamilton-Jacobi-Bellman equation with given ansatz. Lecture 8 (Kirk Section 3.11).
    • to comprehend discounted problems and numerical methods, e.g. value- and policy iterations. Lecture 9 (Bertsekas Vol 1 Section 7).
    • to formulate the most important equations and problems used in the course and to apply the learned solution methods to those.
    • to explain the definitions for all relevant concepts and the terminology used in the course. These definitions are often asked in the course exams.

    Exam

    22.2.2024, 16:30–19:30, Location: Lecture Hall U2, Otakaari 1, Espoo
    15.4.2024, 9:00-12:00, Location: Lecture Halls A & B & C, Otakaari 1, Espoo