Topic outline
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General Presentation
OPTIMIZATION QEM1 - Teachers: Marcus Pivato & Elena del mercato
This course consists of two parts. The first part is "Multivariable Calculus" (Marcus Pivato), the second part is "Optimization A: Optimization in Euclidean Spaces" (Elena del Mercato).
As for the content and the EPI of the first part, please contact Marcus Pivato (<Marcus.Pivato@univ-paris1.fr>).
Optimization A: Optimization in Euclidean Spaces - ELena del mercato
This part takes place twice a week, and it starts on Tuesday, Octobre 22, 2024.
As for the detailed schedule of all the CLASSES (course and TD), please contact the UP1 QEM Schooling <qem-paris@univ-paris1.fr>.
Content
- Unconstrained Optimization.
- Constrained Optimization (equalities, inequalities).
- Metric, normed spaces. Banach's fixed point Theorem.
- Finite horizon dynamic programming problems. Bellman Principle.
Textbooks
[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]