DRE 7017 Mathematics PhD

Reading

Exams

Final exam: Mock exam:
Final exam 01/06/2017 - Solutions
Final exam 14/10/2016 - Solutions
Final exam 17/09/2014 - Solutions Mock exam 09/2014 - Solutions

Lecture plan

Date: Topic: Reading: Exercises:
Mon Aug 20: 1100-1245, C2-055 Lecture 1: Matrices. Eigenvalues and eigenvectors. Quadratic forms and definiteness. [GE] 1-3 [FMEA] 1.1 - 1.7 [ME] 6 - 9, 23 [S] 1.3, 1.5 Problem Set 1 - Solutions
Wed Aug 22: 1100-1245, C2-055 Lecture 2: Euclidean spaces. Sequences. Topology. [ES] 1-2 [FMEA] A.1 - A.3, 13.1 -13.2 [ME] A1, 10, 12, 29 [S] A, C, 1.1 - 1.2 Problem Set 2 - Solutions
Mon Aug 27: 1100-1245, C2-095 Lecture 3: Functions. Continuity. Derivatives. [FMEA] 2.9, 13.3 [ME] 13.4, 14 [S] 1.4, 3 Problem Set 3 - Solutions
Wed Aug 29: 1100-1245, C2-095 Lecture 4: Convex sets. Separation theorems. (Quasi)Convex/concave functions. [FMEA] 2.2 - 2.3, 2.5, 13.5 - 13.6 [ME] 21.1 - 21.2 [S] 1.2, 1.6, 7.1 - 7.2, 8.1 - 8.3 Problem Set 4 - Solutions
Mon Sep 03: 1100-1245, C2-055 Lecture 5: Optimization problems. Unconstrained optimization. [FMEA] 3.1 - 3.2 [ME] 17 [S] 2, 4, 7.3 - 7.6, 8.4 - 8.7 Problem Set 5 - Solutions
Wed Sep 05: 1100-1245, B2-050 Lecture 6: Constrained optimization. Lagrange and Kuhn-Tucker problems. [FMEA] 3.3 - 3.6 [ME] 18 - 19 [S] 5 - 6, 7.7, 8.8 Problem Set 6 - Solutions
Mon Sep 10: 1100-1245, C2-055 Lecture 7: Differential equations. Systems of differential equations. Linearization. [FMEA] 5 - 7 [ME] 24 - 25 [DE] 1 - 2 Helpman, Innovation, imitation and IPR, Econometrica '93 Problem Set 7 - Solutions
Wed Sep 12: 1100-1245, B2-050 Lecture 8: Optimal control theory: Continuous case, Pontryagin's maximum principle. [FMEA] 9 (8, 10) Problem Set 8 - Solutions
Mon Sep 17: 1100-1245, C2-055 Lecture 9: Optimal control theory: Discret case, Bellman's equation. [FMEA] 12 [S] 11- 12 Problem Set 9 - Solutions
Wed Sep 19: 1100-1245, B2-050 Lecture 10: Fixed points and fixed point theorems. Correspondences. [FMEA] 14 [S] 9, 12 Problem Set 10 - Solutions
Tue Oct 02: 0900-1200 Final exam.