Lecture 24

13 Dezembro 2019, 18:00 • José Pedro Gaivão

Exercises.

Variable terminal conditions.

Scrap value formulation. Examples.

Optimal control as an extension of calculus of variations.

Final observations.

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Lecture 23

10 Dezembro 2019, 21:30 • José Pedro Gaivão

Introduction to control theory.

Basic problem and motivation: optimal consumption in a simple model of economic growth.

Necessary conditions: Pontryagin maximum principle. 

Example.

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Lecture 22

6 Dezembro 2019, 18:00 • José Pedro Gaivão

Exercises. 

Variational problems with more general terminal conditions. Transversality conditions. 

Examples.

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Lecture 21

3 Dezembro 2019, 21:30 • José Pedro Gaivão

Introduction to the problems of calculus of varations. Ramsey problem. 

Euler-Lagrange equations. Sufficient conditions for optimality under convexity.

Examples.

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Lecture 20

29 Novembro 2019, 18:00 • José Pedro Gaivão

Phase portraits of planar linear ODEs. Trace-det plane.

Solution of non-homogeneous planar linear ODEs.

Solution of 2nd order scalar linear ODEs. Characteristic equation.

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