DRE 7017 Mathematics PhD

Reading

Exams

Lecture plan

Lecture plan Lecturer Eivind Eriksen Reading Exercises
Mon Aug 15: 10-12, C2-095 Lecture 1: Matrices. Eigenvalues and eigenvectors. Quadratic forms and definiteness. [E] Ch. 1-4 Problem set 1 - Solutions
Wed Aug 17: 10-12, C2-095 Lecture 2: Optimization problems. Unconstrained optimization. [E] Ch. 5 Problem set 2
Fri Aug 19: 10-12, C2-095 Lecture 3: Constrained optimization. Lagrange and Kuhn-Tucker problems. [E] Ch. 6 Problem set 3
Mon Aug 22: 10-12, C2-095 Lecture 4: Differential equations. Systems of differential equations. Linearization. [E] Ch. 7,9; Helpman, Innovation, imitation and IPR Problem set 4
Wed Aug 24: 10-12, C2-095 Lecture 5: General vector spaces. Sequences. [LN] Ch 1 Problem set 5
Wed Aug 31: 10-12, C2-095 Lecture 6: Topology. Functions. Continuity. Derivatives. [LN] Ch 2 Problem set 6
Thu Sep 01: 12-14, C2-095 Lecture 7: Convex sets. Separation theorems. Quasi-convex/quasi-concave functions. [LN] Ch 3 Problem set 7
Mon Sep 12: 10-12, C2-095 Lecture 8: Optimal control theory: Continuous case, Pontryagin's maximum principle. [FMEA] 8-9 Problem set 8
Mon Sep 19: 10-12, C2-095 Lecture 9: Fixed points and fixed point theorems. Correspondences. [FMEA] 14 Problem set 9
Mon Sep 26: 10-12, C2-095 Lecture 10: Optimal control theory: Discret case, Bellman's equation. [FMEA] 12 Problem set 10
Fri Oct 14: 0900-1200 Final exam - Solutions Exercise problems for the exam