- Lecture plans for DRE 7017 Mathematics PhD for the adacemic years 2012-2016

- Sydsæter, Hammond, Seierstad, Strøm: Further Mathematics for Economic Analysis, 2nd Edition, Prentice Hall 2008 [FMEA]
- Simon, Blume: Mathematics for Economists, International Student Edition, Norton 1994 [ME]

- Sundaram: A first course in optimization theory [S]
- de la Fuente: Mathematical methods and models for economists
- Rudin: Principles of mathematical analysis

Date: | Topic: | Reading: | Problem Sets: |

Mon Aug 22 1400-1600 : C2-095 |
Lecture 1 Matrices. Eigenvalues and eigenvectors. Quadratic forms and definiteness. |
[LSGE] Notes
on Gaussian elimination [FMEA] 1.1 - 1.7 [ME] 6 - 9, 23 [S] 1.3, 1.5 |
Problem Set 1 Solutions Problem Set 1 |

Wed Aug 24 1400-1600 : C2-095 |
Lecture 2 Euclidean spaces. Sequences. Topology. |
[ES] Notes on
Euclidean Spaces [FMEA] A.1 - A.3, 13.1 -13.2 [ME] A1, 10, 12, 29 [S] A, C, 1.1 - 1.2 |
Problem Set 2 Solutions Problem Set 2 |

Fri Aug 26 1000-1200 : C2-095 |
Lecture 3 Functions. Continuity. Derivatives. |
[FMEA] 2.9, 13.3 [ME] 13.4, 14 [S] 1.4, 3 |
Problem Set 3 Solutions Problem Set 3 |

Mon Aug 29 1400-1600 : C2-095 |
Lecture 4 Convex sets. Separation theorems. (Quasi)Convex/concave functions. |
[FMEA] 2.2 - 2.3, 2.5, 13.5 - 13.6 [ME] 21.1 - 21.2 [S] 1.2, 1.6, 7.1 - 7.2, 8.1 - 8.3 |
Problem Set 4 Solutions Problem Set 4 |

Fri Sep 02 1000-1200 : C2-095 |
Lecture 5 Optimization problems. Unconstrained optimization |
[FMEA] 3.1 - 3.2 [ME] 17 [S] 2, 4, 7.3 - 7.6, 8.4 - 8.7 |
Problem Set 5
Solutions Problem Set 5 |

Mon Sep 05 1400-1600 : C2-095 |
Lecture 6 Constrained optimization. Lagrange and Kuhn-Tucker problems. |
[FMEA] 3.3 - 3.6 [ME] 18 - 19 [S] 5 - 6, 7.7, 8.8 |
Problem Set 6 Solutions Problem Set 6 |

Fri Sep 09 1000-1200 : C2-095 |
Lecture 7 Differential equations. Systems of differential equations. Linearization. |
[FMEA] 5 - 7 [ME] 24 - 25 Helpman, Innovation, imitation and IPR, Econometrica '93 |
Problem Set 7 Solutions Problem Set 7 |

Mon Sep 12 1400-1600 : C2-095 |
Lecture 8 Optimal control theory: Continuous case, Pontryagin's maximum principle |
[FMEA] 9 (8, 10) |
Problem Set 8 Solutions Problem Set 8 |

Fri Sep 16 1000-1200 : C2-095 |
Lecture 9 Optimal control theory: Discret case, Bellman's equation |
[FMEA] 12 [S] 11- 12 |
Problem Set 9 Solutions Problem Set 9 |

Mon Sep 19 1400-1600 : C2-095 |
Lecture 10 Fixed points and fixed point theorems. Correspondences. |
[FMEA] 14 [S] 9, 12 |
Problem Set 10 Solutions Problem Set 10 |

Fri
Oct 14 |
Exam 14/10/2016 -
Solutions |