| Course Type | Elective Course |
|---|
| Course Level | Doctorate Of Science |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
- |
| Learning Outcomes |
At the end of this course, the students;
- Gain an ability to solve problems.
- Know the Variational Analysis and use them.
- Know the theory and applications of Concavity Theory.
- Will be able to calculate Cost functions.
- Know and use Dynamic Programing applications.
- Know and improve the Linear/Quadratic Programing applications.
- Experience the theoretical knowledge with simulations.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | Calculus of variations and pontryagin's principle. Variational approach applications. Dynamic optimization with or without constraints. Dynamic programming (Hamilton-Jacobi-Bellman). Convex optimization basics. Linear and quadratic programming. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Calculus of Variations |
|
2nd Week |
Calculus of Variations - Pontryagin's principle |
|
3rd Week |
Applications of Variational Approach |
|
4th Week |
Applications of Variational Approach |
|
5th Week |
Dynamic Optimization |
|
6th Week |
Dynamic Optimization |
|
7th Week |
Midterm Exam |
|
8th Week |
Dynamic Programming - Principle of Optimality |
|
9th Week |
Dynamic Programming - Hamilton-Jacobi-Bellman equation |
|
10th Week |
Dynamic Programming - Applications |
|
11th Week |
Convex Optimization Basics |
|
12th Week |
Linear Programming |
|
13th Week |
Quadratic Programming |
|
14th Week |
Presentations (HJB, LQR, Two-point BVP, Network Optimization, Games etc.) |
|
| Recommended or Required Reading | 1.E.Polak, OPTIMIZATION, Algorithms and Consistent Approximations, Springer, 1997
2.A.E. Bryson, Dynamic Optimization, Addison, 1999.
3.E. Kirk, Optimal Control Theory, Prentice Hall, 1970. |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Questions/Answers
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
30 |
| Assignment |
1 |
10 |
| Project |
1 |
15 |
| Attendance |
1 |
5 |
| Total(%) |
|
60 |
| Contribution of In-term Studies to Overall Grade(%) |
|
60 |
| Contribution of Final Examination to Overall Grade(%) |
|
40 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
3 |
3 |
| Preparation for Quiz |
0 |
0 |
0 |
| Individual or group work |
14 |
8 |
112 |
| Preparation for Final exam |
1 |
40 |
40 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
30 |
30 |
| Laboratory (including preparation) |
0 |
0 |
0 |
| Final exam |
1 |
3 |
3 |
| Homework |
2 |
35 |
70 |
| Total Work Load | 300 |
| Total Work Load / 30 (h) | 10 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
