Instructor: Paulo Brito
Sessions: 15.9.2022 - 3.11.2022 Thursdays 18:00-20:00. Room: Edifer (205)
9.11.2022 - 7.12.2022 Wednesdays 18:00-20:00. Room: Anf 3
Building: Quelhas 6

Syllabus

Syllabus (posted 15.9.2022)

Lectures

• Introduction (posted 15.9.2022)

• Ordinary differential equations: linear scalar equations (posted 29.9.2022)

• Ordinary differential equations: linear planar equations (posted 6.10.2022)

• Ordinary differential equations: non-linear differentiable (revised 27.10.2022)

• Optimal control of ODEs (posted 27.10.2022)

• Parabolic PDE’s (posted 16.11.2022)

• Stochastic differential equations (posted 30.11.2022)

• Optimal control of stochastic differential equations (posted 7.12.2022)

Problem sets

• Problem set 1: linear scalar ODE (posted 15.9.2022)

• Problem set 2: linear planar ODE (posted 29.9.2022)

• problem set 3: non-linear ODE (posted 20.10.2022)

• problem set 4: optimal control of ODEs (posted 3.11.2022)

• problem set 5: parabolic PDE (posted 17.11.2021)

• problem set 6: SDE (posted 30.11.2022)

• problem set 7: Optimal control SDE (posted 7.12.2022)

Exams: 2020/21 EN, 2020/21 ER, 2021/22 EN, 2021/22 ER