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Dynamic optimization; lecture notes

Author

Listed:
  • Osti, Davide

Abstract

lecture note from the deptartment ECARES within the Université libre de Bruxelles of the academic year 2014/'15; static optimization, riemann integrals and tricks for integrating; differential equations; dynamic optimization: calculus of variation and optimal control theory

Suggested Citation

  • Osti, Davide, 2015. "Dynamic optimization; lecture notes," MPRA Paper 115635, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:115635
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    File URL: https://mpra.ub.uni-muenchen.de/115635/1/MPRA_paper_115635.pdf
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    More about this item

    Keywords

    dynamic optimization; variational methods; differential equations; optimal control theory; linear algebra;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools

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