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Optimal Control Theory and Applications
OPRE 7320
Naveen Jindal School of Management
This course is an introduction to Optimal Control Theory and a survey of its selected applications in finance, production, marketing and economics. Relationships to dynamic programming and Kuhn-Tucker conditions are also pointed out. emphasis is on modeling and not on mathematical rigor. Students should have two semesters of calculus including some knowledge of differential equations and linear algebra or instructor consent required. 3 credit hours.
Offering Frequency: Based on student interest and instructor availability
Click a checkbox to add something to compare.
Optimal Control Theory and Applications
OPRE 7320
Naveen Jindal School of Management
This course is an introduction to Optimal Control Theory and a survey of its selected applications in finance, production, marketing and economics. Relationships to dynamic programming and Kuhn-Tucker conditions are also pointed out. emphasis is on modeling and not on mathematical rigor. Students should have two semesters of calculus including some knowledge of differential equations and linear algebra or instructor consent required. 3 credit hours.
Offering Frequency: Based on student interest and instructor availability
Click a checkbox to add something to compare.