- Course description
- Lecturer: Eivind Eriksen
- Syllabus

- Sydsæter, Hammond, Seierstad, Strøm: Further Mathematics for Economic Analysis, 2nd Edition, Prentice Hall 2008 [FMEA]
- Simon, Blume: Mathematics for Economists, International Student Edition, Norton 1994 [ME]

- Sundaram: A first course in optimization theory
- de la Fuente: Mathematical methods and models for economists
- Rudin: Principles of mathematical analysis

Date: | Topic: | Reading: |

Aug 23 1200-1400 : A2-050 |
Lecture 1
- [LSGE] Notes on Gaussian
elimination: Matrices. Eigenvalues and eigenvectors. Quadratic forms and definiteness. |
[FMEA] 1.1 - 1.7 [ME] 6 - 9, 23 [S] 1.3, 1.5 |

Aug 24 1200-1400 : A2-050 |
Lecture 2
- Notes on Euclidean Spaces,
sequences and topology Euclidean spaces. Sequences. Topology. |
[FMEA] A.1 - A.3, 13.1 -13.2 [ME] A1, 10, 12, 29 [S] A, C, 1.1 - 1.2 |

Aug 27 1200-1400 : A2-005 |
Lecture 3 Functions. Continuity. Derivatives. |
[FMEA] 2.9, 13.3 [ME] 13.4, 14 [S] 1.4, 3 |

Aug 28 1200-1400 : 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 |

Aug 30 1200-1400 : A2-050 |
Lecture 5 Optimization problems. Unconstrained optimization |
[FMEA] 3.1 - 3.2 [ME] 17 [S] 2, 4, 7.3 - 7.6, 8.4 - 8.7 |

Aug 31 1200-1400 : A2-050 |
Lecture 6 Constrained optimization. Lagrange and Kuhn-Tucker problems. |
[FMEA] 3.3 - 3.6 [ME] 18 - 19 [S] 5 - 6, 7.7, 8.8 |

Sep 03 1200-1400 : A2-050 |
Lecture 7 Differential equations. Systems of differential equations. Linearization. |
[FMEA] 5 - 7 [ME] 24 - 25 |

Sep 04 1200-1400 : A2-050 |
Lecture 8 Optimal control theory: Continuous case, Pontryagin's maximum principle |
[FMEA] 9 (8, 10) |

Sep 06 1400-1600 : C2-095 |
Lecture 9 Optimal control theory: Discret case, Bellman's equation |
[FMEA] 12 [S] 11- 12 |

Sep 07 1400-1600 : C2-095 |
Lecture 10 Fixed points and fixed point theorems. Correspondences. |
[FMEA] 14 [S] 9, 12 |

Sep
17 at 1200 |
Deadline: Final submission of
portfolio There will be 10 assignments, and at least 8 have to be passed to complete the course. |

Lecture: | Problems: |

Lecture 1 | Problem Set 1
- Solutions Problem Set 1 |

Lecture 2 | Problem Set 2 - Solutions Problem Set 2 |

Lecture 3 | Problem Set 3 - Solutions Problem Set 3 |

Lecture 4 | Problem Set 4 - Solutions Problem Set 4 |

Lecture 5 | Problem Set 5 - Solutions Problem Set 5 |

Lecture 6 |
Problem Set 6 - Solutions Problem Set 6 |

Lecture 7 | Problem Set 7 - Solutions Problem Set 7 |

Lecture 8 | Problem Set 8 - Solutions Problem Set 8 |

Lecture 9 | Problem Set 9 - Solutions Problem Set 9 |

Lecture 10 | Problem Set 10 - Solutions Problem Set 10 |