Sumários

Problem set

16 Dezembro 2014, 21:00 Paulo Brito

Resolution of cases in the problem set


Dynamic optimization in continuous time

12 Dezembro 2014, 18:00 Paulo Brito

Pontryagin max principle

Dynamic programming


Dynamic optimization in continuous time

9 Dezembro 2014, 21:00 Paulo Brito

Calculus of variations


Dynamic optimization in discrete time

5 Dezembro 2014, 18:00 Paulo Brito

The Pontryagin principle

The principle of dynamic programming


Dynamic optimization in discrete time

2 Dezembro 2014, 21:00 Paulo Brito

Optimal control problem: the Pontryagin maximum principle