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Бакалавриат 2024/2025

Теория оптимизации

Направление: 38.03.01. Экономика
Когда читается: 4-й курс, 3, 4 модуль
Формат изучения: без онлайн-курса
Охват аудитории: для своего кампуса
Язык: английский
Кредиты: 6
Контактные часы: 56

Course Syllabus

Abstract

This course covers two main classes of optimization theory: statistic optimization and dynamic optimization. The part of static optimization covers such topics as unconstraint optimization and constraint optimization. The part of dynamic optimization covers such topics as calculus of variation, optimal control and dynamic programming. Despite the name of the course, it contains the practical part with applications in R language.
Learning Objectives

Learning Objectives

  • To learn how various optimization problems can be solved
Expected Learning Outcomes

Expected Learning Outcomes

  • a student can solve an unconstrained optimization problem
  • a student can solve a constrained optimization problem
  • a student can solve a calculus of variation problem
  • a student can solve an optimal control problem
  • a student can solve a dynamic programming problem
Course Contents

Course Contents

  • unconstrained optimization
  • constrained optimization
  • calculus of variation
  • optimal control
  • dynamic programming
Assessment Elements

Assessment Elements

  • blocking final exam
    In order to get a passing grade for the course, the student must sit (all parts) of the final examination
  • non-blocking home assignment 2
  • non-blocking quiz 2
  • non-blocking quiz 1
  • non-blocking home assignment 1
  • non-blocking midterm
Interim Assessment

Interim Assessment

  • 2024/2025 4th module
    0.4 * final exam + 0.1 * home assignment 1 + 0.1 * home assignment 2 + 0.2 * midterm + 0.1 * quiz 1 + 0.1 * quiz 2
Bibliography

Bibliography

Recommended Core Bibliography

  • A first course in optimization theory, Sundaram, R. K., 2011
  • Elements of dynamic optimization, Chiang, A. C., 1992

Recommended Additional Bibliography

  • Токарев, В. В.  Методы оптимизации : учебное пособие для вузов / В. В. Токарев. — Москва : Издательство Юрайт, 2024. — 440 с. — (Высшее образование). — ISBN 978-5-534-04712-7. — Текст : электронный // Образовательная платформа Юрайт [сайт]. — URL: https://urait.ru/bcode/539567 (дата обращения: 27.08.2024).

Authors

  • Slabolitskiy Ilya Sergeevich