AIMS AND CONTENT

AIMS AND LEARNING OUTCOMES

The course focuses on three different topics: dynamic optimization, nonlinear programming, and partial differential equations.

In more detail, students will learn how to formalize and solve dynamic optimization problem via dynamic programming. Then, they will analyze the formalization and solution of static decision problem using nonlinear programming. Lastly, they will investigate the use of mathematical methods to describe real-world phenomena, such as heat diffusion and wave propagation, and the main analytical solution methods.

For all arguments, the focus will be on both methodological concepts and application examples. The various concepts are explained via traditional lessons.

TEACHING METHODS

Traditional lessons.

SYLLABUS/CONTENT

- Dynamic programming for the solution of dynamic optimization problems.

- Basic notions of nonlinear programming.

- Analytical solution of linear partial differential equations describing real-world phenomena.

RECOMMENDED READING/BIBLIOGRAPHY

Handouts in electronic format provided by the lecturer.

Books for additional details:

[1] D.P. Bertsekas, “Dynamic Programming and Optimal Control”, Athena Scientific, 2005.

[2] F.S. Hillier, G.J. Lieberman, “Introduction to Operations Research”, McGraw-Hill, 2001.

[3] R. Courant, D. Hilbert, “Methods of Mathematical Physics”, Interscience Publishers, 1973.

[4] R. Bracewell, “The Fourier Transform and its Applications”, McGraw Hill, 1999.

[5] P.V. O’Neil, “Advanced Engineering Mathematics”, Brooks Cole, 2003.

TEACHERS AND EXAM BOARD

Exam Board

MAURO GAGGERO (President)

MASSIMO PAOLUCCI (President)

MARCELLO SANGUINETI

LESSONS

LESSONS START

https://corsi.unige.it/10378/p/studenti-orario

Class schedule

The timetable for this course is available here: Portale EasyAcademy

EXAMS

EXAM DESCRIPTION

The exam consists of an oral interview to ensure learning of the course content.

ASSESSMENT METHODS

Learning will be assessed by a number of oral questions regarding the various topics addressed in the course.

Exam schedule