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Last update: ZELENY (14.09.2006)
basic problem of optimal control theory, maximum principle. |
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Last update: Ing. Pavel Kot (15.04.2021)
The lecture deals with an introduction to calculus of variations and optimal control theory with respect to applications in economical sciences. |
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Last update: RNDr. Václav Vlasák, Ph.D. (08.09.2023)
Credit is given for active participation in exercises (computing problems at the blackboard) or solving given set of problems at home. |
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Last update: ZELENY (14.09.2006)
M.I.Kamien and N.L.Schwartz, Dynamic Optimization, North-Holland 2000. |
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Last update: Ing. Pavel Kot (15.04.2021)
The exam consists of written and oral part. Neccessary condition to take part in the oral part is successful passing the written part. Neccessary condition to take part in the written part is obtaining the credit. If a student does not succeed in the written part, the exam is graded by 'F'. If a student does not succeed in the oral part, both parts of the exam must be repeated at the next attempt. The final grade depends on the points obtained in the written and oral part of the exam
Written part consists of three problems, their topics correspond to the sylabus of the lecture and to the topics of the seminar.
Requirements for the oral part correspond to the sylabus of the course in the extend presented in the lectures. |
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Last update: Ing. Pavel Kot (15.04.2021)
Stability of equilibria of autonomous systems. Problems of calculus of variations, Euler's equation, analysis of examples. Basic problem of optimal control theory, maximum principle. |
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Last update: Ing. Pavel Kot (15.04.2021)
Xerokopy of the lectures
A.C. Chiang: Elements of dynamic optimization, McGraw-Hill 1992 (ISBN 0-07-112568-X), |