Sumários
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.
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.
Lecture 22
6 Dezembro 2019, 18:00 • José Pedro Gaivão
Exercises.
Variational problems with more general terminal conditions. Transversality conditions.
Examples.
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.
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.