| Course Type | Elective Course |
|---|
| Course Level | Master's Degree Without Thesis |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- are provided with a comprehensive and advanced understanding of the deterministic and stochastic dynamic programming in an advanced way and demonstrate some applied optimization and modeling.
- are provided with modeling skills in solving practical cases.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | This couse focuses on the mathematical ideas and the computational methods for optimization theory. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Dynamic systems: local and global analysis |
|
2nd Week |
Dynamic systems: local and global analysis |
|
3rd Week |
Dynamic systems: local and global analysis |
|
4th Week |
Deterministic dynamic programming: theory and numerical implementation |
|
5th Week |
Deterministic dynamic programming: theory and numerical implementation |
|
6th Week |
Deterministic dynamic programming: theory and numerical implementation |
|
7th Week |
Stochastic dynamic programming: theory and numerical implementation |
|
8th Week |
Midterm |
|
9th Week |
Stochastic dynamic programming: theory and numerical implementation |
|
10th Week |
Markov processes: weak and strong convergence |
|
11th Week |
Markov processes: weak and strong convergence |
|
12th Week |
Markov processes: weak and strong convergence |
|
13th Week |
Markov processes: weak and strong convergence |
|
14th Week |
Markov processes: weak and strong convergence |
|
| Recommended or Required Reading | J. Lundgren, M. Rönnqvist, and P. Varbrand, Optimization, Studentlitteratur, 2010.
M. Henningsson, J. Lundgren, M. Rönnqvist, and P. Varbrand, Optimization, Studentlitteratur, 2010. |
|---|
| Planned Learning Activities and Teaching Methods |
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
40 |
| Quiz |
1 |
10 |
| Total(%) |
|
50 |
| Contribution of In-term Studies to Overall Grade(%) |
|
50 |
| Contribution of Final Examination to Overall Grade(%) |
|
50 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
2 |
2 |
| Preparation for Quiz |
1 |
55 |
55 |
| Individual or group work |
14 |
5 |
70 |
| Preparation for Final exam |
1 |
70 |
70 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
60 |
60 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
|
|
|
| Total Work Load | 301 |
| Total Work Load / 30 (h) | 10.03 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
