Welcome to ECE 634

Optimization of Dynamic Systems

Syllabus – Fall 2006

Instructor: Professor Weibo Gong

Phone/Email: 413-545-0384, gong at ecs.umass.edu

Office: 211E Knowles Engineering Building

Time and Meeting Place: TuTh 9:30AM-10:45PM, Elab 305

Syllabus: PDF

Credit: 3 units

Textbook: Mathematical Optimization and Economic Theory

Michael D. Intriligator, SIAM Classics in Applied Mathematics, 2002. ISBN 0-89871-511-3

Objective: The course tries to enable engineering students to master a rich set of optimization tools for today’s complex engineering systems, which often involves economic theory considerations.

Grading:

· Homework: 15%;

· Midterm Exam: 35%

· Final Exam or Term Paper: 50%

Topics covered:

· Introduction.

· The Mathematical Programming Problem.

· Classical Programming.

· Linear Programming.

· Game Theory.

· The Control Problem.

· Calculus of Variations.

· Dynamic Programming.

· Differential Games.

· Applications in Complex Engineering Systems and Economics.

References:

Optimization by Vector Space Methods. David G. Luenberger, J.W&Sons, ISBN 0-471-18117-X