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Arkistoitu opetussuunnitelma 2010–2011
Selaamasi opetussuunnitelma ei ole enää voimassa. Tarkista tiedot voimassa olevasta opetussuunnitelmasta.
KTALS160 Dynamic Optimization 3–6 op
Organised by
Economics
Person in charge
Assistant professor Matti Saariaho
Preceding studies
1. Courses in Mathematical Analysis 2. Course in Linear Algebra
Corresponding course units in the curriculum
Taloustieteiden laitos
Curricula 2008 – 2010
KTALS160 Dynamic Optimization 3–6 ECTS

Learning outcomes

To learn the tools of dynamic optimization and the applications of these in economic theory.

Contents

Calculus of variations, optimal control theory, dynamic programming.

Teaching methods

Teaching method Contact Online
Lectures 32 h 0 h
Exercises 16 h 0 h

Lectures (if arranged) are in Finnish.

Teaching language

Finnish

Modes of study

1. Chiang: Elements of Dynamic Optimization. McGraw-Hill 1992.
OR
2. Sydsaeter-Hammond-Seierstad-Strom: Further Mathematics for Economic Analysis. Financial Times/Prentice Hall 2005 (selected parts).

Note: The book exam (min 3 ECTS) is available only on predetermined dates.See the exam schedule (tenttiaikataulu) of economics. For more information, contact the person in charge.

Evaluation

Numeric 1-5.

Study materials

1. Chiang: Elements of Dynamic Optimization. McGraw-Hill 1992.
OR
2. Sydsaeter-Hammond-Seierstad-Strom: Further Mathematics for Economic Analysis. Financial Times/Prentice Hall 2005 (selected parts).

Belongs to following study modules

Taloustieteiden laitos
Theory and Methods (Kansantaloustiede)
Taloustieteiden laitos
Theory and Methods (Kansantaloustiede)
2010–2011
Teaching
Archived Teaching Schedule. Please refer to current Teaching Shedule.
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Taloustieteiden laitos