General
The course program includes presentation of definitions and theoretical results, discussion and solution of problems on the following topics:
- Unconstrained Optimization.
- Constrained Optimization (equalities, inequalities).
- Concavity/convexity in Optimization.
- Metric, normed spaces. Contractions. Fixed points. Banach's Theorem.
- Discrete time optimization: FHDP problems. Bellman Principle.
- Discrete time optimization: SDP problems. Bellman Principle.
[S] - Sundaram R.K. (1999): A First Course in Optimization Theory, Cambridge University Press, Cambridge. [Chp.1--7, (9.1,9.2), 11--12, Appendix A,B,C]
[SHSS] -
Sydsaeter K., Hammmond P., Seierstadt A., Strom A. (2005): Further Mathematics for Economic Analysis, Prentice Hall. [Chp.
1--3, 13--14, Appendix A]