| 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 |
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