Sumários
Lectures 12 and 13
6 Dezembro 2017, 18:00 • Paulo Brito
Parabolic partial differential equations. Optimal control of parabolic partial differential equations.
Stochastic differential equations. Optimal control of SDEs
Lectures 10 and 11
22 Novembro 2017, 18:00 • Paulo Brito
First order partial differential equations.
OPtimal control of first order partial differential equations
Lectures 8 and 9
8 Novembro 2017, 18:00 • Paulo Brito
Optimal control of ODEs: calculus of variations, Pontriyagin principle and dynamic programming principle