105.536 Optimization of dynamical systems
This course is in all assigned curricula part of the STEOP.
This course is in at least 1 assigned curriculum part of the STEOP.

2019W, VO, 3.0h, 4.5EC

Properties

  • Semester hours: 3.0
  • Credits: 4.5
  • Type: VO Lecture

Learning outcomes

After successful completion of the course, students are able to formulate various types of optimal control models, to obtain complete systems of optimality conditions and to analyze qualitative properties of the solutions.

Subject of course

The dynamic optimization deals with optmization of processes, that is of systems that change with the time. Itertemporal decision processes play an important role in economics, operations research and technicsboth as (i) efficient tools for decision making or for finding efficient engeneering solutions, and (ii) for qualitative analysis. The dynamics of such systems is usually described by differential or difference equations, accompanied with additional (static) constraints. The course will begin with several examples from economics and technics,which will be used later for illustration of the theory. Then two approaches (a geometric and an analytic ones) for obtaining optimality conditions for simple classes of optimal control problems will be presented. An idea of how these approaches can be unified and extended in order to cope with more complicated problems will be given. As a result the Pontryagin maximum principle will be obtained for several classes of problems and its relationship with other optimality conditions will be discussed. Several classical economic models and modelsfor management of renewable resources will be analysed, as well as models arizing in technics, epidemiology and sociology.

Teaching methods

Lectures and exercises.

Mode of examination

Oral

Lecturers

Institute

Course dates

DayTimeDateLocationDescription
Thu15:00 - 18:0003.10.2019 - 20.02.2020Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Optimization of dynamical systems - Single appointments
DayDateTimeLocationDescription
Thu03.10.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu10.10.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu17.10.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu24.10.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu31.10.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu07.11.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu14.11.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu21.11.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu28.11.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu05.12.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu12.12.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu19.12.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu26.12.201915:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu02.01.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu09.01.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu16.01.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu30.01.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu06.02.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu13.02.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization
Thu20.02.202015:00 - 18:00Sem.R. DB gelb 04 105.536: AKOR Dynamic Optimization

Examination modalities

Oral examination

Course registration

Begin End Deregistration end
02.10.2019 16:30 29.01.2020 16:00 29.01.2020 16:00

Registration modalities:

Wiedner Hauptstraße 8, gelber Bereich, 4. Stock, Seminarraum DBgelb04

Curricula

Literature

No lecture notes are available.

Language

English