PřF:M0160 Optimalization - Course Information
M0160 Optimalization
Faculty of ScienceSpring 2010
- Extent and Intensity
- 2/0. 2 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
- Teacher(s)
- prof. RNDr. Zdeněk Pospíšil, Dr. (lecturer)
- Guaranteed by
- prof. RNDr. Ondřej Došlý, DrSc.
Department of Mathematics and Statistics – Departments – Faculty of Science - Timetable
- Tue 18:00–19:50 M5,01013
- Prerequisites
- The course of Mathematical Programming is supposed for the part devoted to quadratic programming, generally knowledges from the course of Mathematical Analysis I-III are supposed.
- Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
- fields of study / plans the course is directly associated with
- Finance Mathematics (programme PřF, N-AM)
- Mathematics (programme PřF, M-MA)
- Course objectives
- The course is a free continuation of the course Mathematical Programming (M5170) and presents optimization methods which are not treated in that course.
- Syllabus
- I. Quadratic programming in economic decision, methods of quadratic programming (continuation of the course Mathematical Programming M5171). II. Dynamic programming: Bellman optimization principle, finite deterministic and stochastic decision models, infinite steps models - functional equation of dynamic programming. III. Elements of the calculus of variations and discrete optimization: historical motivation, Euler-Lagrange equation and the first variation, second variation, elementary difference equations and recurrence relations, discrete calculus of variations.
- Literature
- ŠKRÁŠEK, Josef and Zdeněk TICHÝ. Základy aplikované matematiky. Vyd. 1. Praha: SNTL - Nakladatelství technické literatury, 1990, 853 s. ISBN 80-03-00111-0. info
- KAUMAN, A. and R CRUON. Dynamické programovanie. Bratislavaa, 1969, 312 pp. Matematické metódy v ekonomike, Alfa. ISBN 302 - 063 - 69. info
- NEMHAUSER, George, L. Introduction to Dynamic Programming. New York: John Wiley, 1966, 350 pp. ISBN 0-8247-8245-3. info
- Teaching methods
- Theoretical lecture
- Assessment methods
- The course is finished by an oral exam.
- Language of instruction
- Czech
- Further comments (probably available only in Czech)
- Study Materials
The course is taught annually.
- Enrolment Statistics (Spring 2010, recent)
- Permalink: https://is.muni.cz/course/sci/spring2010/M0160