deterministic dynamic optimization in continuous time

14 Dezembro 2012, 18:00 • Paulo Brito

the optimal control problem (version, free endpoint, constrained endpoint and discounted infinite horizon). solution by  the Pontriyagin's maximum principle and the  dynamic programming principle

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deterministic dynamic optimization in continuous time

11 Dezembro 2012, 21:00 • Paulo Brito

calculus of variations in continuous time, application to the cake-eating (resource depletion) problem 

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deterministic dynamic optimization in discrete time

7 Dezembro 2012, 18:00 • Paulo Brito

Optimal control problems and the Pontriagin max principle: application, solution of the consumption investement problem.

Optimal control problems and the principle of dynamic programming: the HJB equation; application to the cake eating problem

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deterministic dynamic optimizatiom in discrete time

4 Dezembro 2012, 21:00 • Paulo Brito

The optimal control problem and the principle of Pontriyagin: the simplest problem, the discounted infinite horizon problem. Appplication to the consumption-investment problem

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dynamic optimization in discrete time

30 Novembro 2012, 18:00 • Paulo Brito

Calculus of variations in discrete time (simple , free terminal , constrained terminal state, discounted infinite horizon problems)

Optimal control problems in discrete time and the Pontriyagin's max principle (simple problem)

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