Optimization Theory II

Spring 2007

Prof. Dr. Ronald H.W. Hoppe

Contents:
  1. Stochastic Linear and Nonlinear Programming
  2. Deterministic and Stochastic Dynamic Programming
  3. Continuous-Time Optimal Control
  4. Optimal Control in Function Space
Prerequisites: Graduate standing or consent of instructor.

Textbooks: 
  1. D.P. Bertsekas; Dynamic Programming and Optimal Control, Vol. I, 3rd Edition. Athena Scientific, Belmont, 2005
  2. J.R. Birge and F.V. Louveaux; Introduction to Stochastic Programming. Springer, New York, 1997
  3. H.O. Fattorini; Infinite Dimensional Optimization and Control Theory. Cambridge University Press, Cambridge, 1999


Time table:
Monday 4:00 - 5:30 pm Room 16AH
Wednesday 4:00 - 5:30 pm Room 16AH

Script:
Chapter 1
Chapter 2
Chapter 3
Chapter 4



Prof. Dr. Ronald H.W. Hoppe Dipl.Math. Christopher Linsenmann
Office: 669 PGH
Phone: (713) 743-3452
Fax: (713) 743-3505
Email: rohop@math.uh.edu
Office: 678 PGH
Phone: 832-877-7312
Email: linsen@math.uh.edu