Syllabus

- Deterministic dynamic optimisation in discrete time
- Calculus of variations
- Optimal control and the Pontriyagin’s principle
- Optimal control and the dynamic programming principle

- Deterministic dynamic optimisation in continuous time
- Calculus of variations
- Optimal control and the Pontriyagin’s principle
- Optimal control and the dynamic programming principle

Course material:

- Course notes:
- Slides:
- Introduction,
- Discrete time: Optimal control,
- Continuous time: Optimal control

- Problem set: Problem set
- Some problems solved:

Last change: December 11, 2020