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ARE 261

1st half

Fall 1998

Methods of Dynamic Analysis and Control

Instructor: Larry Karp

SYLLABUS and LECTURE NOTES

• Course Outline
• Part 1: Basic Ideas of ODE's
• Part 2: General Dynamic Problem in Resources, Calculus of Variations
• Part 3: The Maximum Principle
• Part 4: Uncertainty
• Part 5: Dynamic Programming
• Part 6: Two Schochastic Control Problems
• Part 7: Limit Cycles in Intertemporal Adjustment Models
• Part 8: "Nonconvex" Control Problems
• Part 9: Linear Control Problems
• Part 10: Dynamic Games

PROBLEM SETS

• Problem Set 1
• Problem Set 2
• Problem Set 3
• Problem Set 4

EXAM INFORMATION

• Exam Tips