Instructor: Paulo Brito: pbrito at iseg dot ulisboa dot pt

Sessions: Wednesdays, 18:00-20:00

Room: Anf 3 (Quelhas 6 building)

- Introduction (posted 15.9.2021)
- Ordinary differential equations: linear scalar equations (revised 22.9.2021)
- Ordinary differential equations: linear planar equations (posted 13.10.2021)
- Ordinary differential equations: non-linear differentiable (posted 20.10.2021)
- Calculus of variations (revised 4.11.2021)
- Optimal control of ODEs (posted 10.11.2021)
- Parabolic PDE’s and optimal control of PDE’s (posted 17.11.2021)
- Stochastic differential equations and optimal control of stochastic differential equations (posted 24.11.2021)

- problem set 1: linear scalar ODE (revised 5.10.2021)
- problem set 2: linear planar ODE (posted 22.9.2021)
- problem set 3: non-linear ODE (posted 20.10.2021)
- problem set 4: calculus of variations (posted 27.10.2021)
- problem set 5: optimal control of ODEs (posted 10.11.2021)
- problem set 6: parabolic PDE (posted 17.11.2021)
- problem set 7: SDE

Exams: 2019/20 EN, 2019/20 ER, 2020/21 EN, 2020/21 ER

Last change: December 7, 2021