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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.
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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
Veliov, Vladimir
Institute
E105 Institute of Statistics and Mathematical Methods in Economics
Course dates
Day
Time
Date
Location
Description
Thu
15:00 - 18:00
03.10.2019 - 20.02.2020
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Show single appointments
Optimization of dynamical systems - Single appointments
F
P
1
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E
Day
Date
Time
Location
Description
Thu
03.10.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
10.10.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
17.10.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
24.10.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
31.10.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
07.11.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
14.11.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
21.11.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
28.11.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
05.12.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
12.12.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
19.12.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
26.12.2019
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
02.01.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
09.01.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
16.01.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
30.01.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
06.02.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
13.02.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
Thu
20.02.2020
15:00 - 18:00
Sem.R. DB gelb 04
105.536: AKOR Dynamic Optimization
F
P
1
N
E
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
Study Code
Obligation
Semester
Precon.
Info
860 GW Optional Courses - Technical Mathematics
Not specified
Literature
No lecture notes are available.
Language
English