Mathematics 5 - NMMA705
Title: Matematika 5
Guaranteed by: Department of Mathematical Analysis (32-KMA)
Faculty: Faculty of Mathematics and Physics
Actual: from 2016 to 2016
Semester: winter
E-Credits: 6
Hours per week, examination: winter s.:2/2, C+Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: doc. RNDr. Tomáš Bárta, Ph.D.
Classification: Mathematics > Differential Equations, Potential Theory, Optimization
Pre-requisite : NMMA704
Interchangeability : JEB062
Is interchangeable with: JEB062
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Annotation -
Last update: G_M (07.05.2014)
The lecture deals with an introduction to calculus of variations and optimal control theory with respect to applications in economical sciences.
Literature - Czech
Last update: doc. RNDr. Jana Stará, CSc. (13.10.2017)

Xerokopie přednášek

A.C. Chiang: Elements of dynamic optimization, McGraw-Hill 1992 (ISBN 0-07-112568-X)

Syllabus -
Last update: doc. RNDr. Miroslav Zelený, Ph.D. (12.05.2018)

Problems of calculus of variations, Euler's equation, analysis of examples. Basic problem of optimal control theory, maximum principle.