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PopularLecture Notes on Dynamic Optimization - Richard Woodward (Texas A&M)
Year: 2006
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About Lecture Notes on Dynamic Optimization - Richard Woodward (Texas A&M):
Items included in the notes:
* Matlab Tutorial
* VB Tutorial
Optimal Control
* Lecture 1 Intro to Dynamic Optimization
* Lecture 2 Differential Equations Supplementary notes on Eigen values
* Lecture 3 Intro to Optimal Control
* Lecture 4 Transversality conditions
* Lecture 5 Dorfman 1969 - an economic understanding of optimal control
* Lecture 6 Lessons in the optimal use of natural resource from optimal control theory
* Lecture 13 Optimal control with constraints (Lectures 13 &14 will be covered in a single class period)
* Lecture 14 Bang-bang and Most Rapid Approach problems
* Lecture 16 Numerical optimal control (not covered in recent years)
Dynamic Programming
Dreyfus, S. 2002. Richard Bellman on the Birth of Dynamic Programming. Operations Research 50(1):48-51.
* Lecture 7 Introduction to Numerical Dynamic Programming (DP)
* Lecture 8 A more formal introduction to Dynamic Programming (Lectures 7 & 8 will be covered in a single class period)
* Lecture 9 Markov processes and Burt & Allison 1963
* Lecture 10 CD and CC-DP Problems - the complications continuity
* Lecture 11 DP Acceleration methods
* Lecture 12 Empirical applications of dynamic programming
* Matlab Tutorial
* VB Tutorial
Optimal Control
* Lecture 1 Intro to Dynamic Optimization
* Lecture 2 Differential Equations Supplementary notes on Eigen values
* Lecture 3 Intro to Optimal Control
* Lecture 4 Transversality conditions
* Lecture 5 Dorfman 1969 - an economic understanding of optimal control
* Lecture 6 Lessons in the optimal use of natural resource from optimal control theory
* Lecture 13 Optimal control with constraints (Lectures 13 &14 will be covered in a single class period)
* Lecture 14 Bang-bang and Most Rapid Approach problems
* Lecture 16 Numerical optimal control (not covered in recent years)
Dynamic Programming
Dreyfus, S. 2002. Richard Bellman on the Birth of Dynamic Programming. Operations Research 50(1):48-51.
* Lecture 7 Introduction to Numerical Dynamic Programming (DP)
* Lecture 8 A more formal introduction to Dynamic Programming (Lectures 7 & 8 will be covered in a single class period)
* Lecture 9 Markov processes and Burt & Allison 1963
* Lecture 10 CD and CC-DP Problems - the complications continuity
* Lecture 11 DP Acceleration methods
* Lecture 12 Empirical applications of dynamic programming