Optimization B : Convex Analysis and Dynamics - QEM1 and M1 IMMAEF
Section outline
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General Presentation
OPTIMIZATION in QEM1
Teachers: Marcus Pivato and Elena del Mercato
The course Optimization (QEM1 – First Year of the QEM program) consists of two parts. The first part is "Optimization A: Multivariable Calculus" (this part lasts 6 weeks and starts on Monday, September 8, 2025) and the second part is "Optimization B: Convex Analysis and Dynamics" (this part lasts 6 weeks and starts on Monday, Octobre 20, 2025). Both parts are mandatory in QEM1.
All the information and the syllabus on the first part "Optimization A: Multivariable Calculus" are available on the pedagogical space of Marcus Pivato.
Optimization B: Convex Analysis and Dynamics - QEM1 and M1 IMMAEF
This part takes place twice a week, and it starts on Monday, Octobre 20, 2025. After each class, the slides on the course will be available in the folder below (Optimization B - EdM's SLIDES).
As for the detailed schedule of all the classes (course and TD), please contact Mr Guillaume Glade, Paris QEM Schooling: qem-paris@univ-paris1.fr
Teacher of the course: Elena del Mercato (Elena.delMercato@univ-paris1.fr)
Webpage: www.parisschoolofeconomics.eu/en/persons/elena-del-mercato/
Teacher of the TDs: Fabian Aguirre-Lopez
Content
- Unconstrained optimization.
- Constrained optimization (equalities, inequalities).
- Finite horizon dynamic programming.
- Infinite horizon dynamic programming.
- Metric spaces. Banach's fixed point Theorem.
Textbooks
[S] - Sundaram R.K. (1999): A First Course in Optimization Theory, Cambridge University Press, Cambridge.
[SHSS] - Sydsaeter K., Hammmond P., Seierstadt A., Strom A. (2005): Further Mathematics for Economic Analysis, Prentice Hall.
The detailed syllabus is attached below.
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