Lecture Notes on Dynamic Optimization - Richard Woodward (Texas A&M)

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Items included in the notes: 

* Matlab Tutorial 
* VB Tutorial 

Optimal Control 
* Lecture 1 Intro to Dynamic Optimization 
* Lecture 2 Differential Equations Supplementary notes on Eigen values 
* Lecture 3 Intro to Optimal Control 
* Lecture 4 Transversality conditions 
* Lecture 5 Dorfman 1969 - an economic understanding of optimal control 
* Lecture 6 Lessons in the optimal use of natural resource from optimal control theory 
* Lecture 13 Optimal control with constraints (Lectures 13 &14 will be covered in a single class period) 
* Lecture 14 Bang-bang and Most Rapid Approach problems 
* Lecture 16 Numerical optimal control (not covered in recent years) 

Dynamic Programming 
Dreyfus, S. 2002. Richard Bellman on the Birth of Dynamic Programming. Operations Research 50(1):48-51. 
* Lecture 7 Introduction to Numerical Dynamic Programming (DP) 
* Lecture 8 A more formal introduction to Dynamic Programming (Lectures 7 & 8 will be covered in a single class period) 
* Lecture 9 Markov processes and Burt & Allison 1963 
* Lecture 10 CD and CC-DP Problems - the complications continuity 
* Lecture 11 DP Acceleration methods 
* Lecture 12 Empirical applications of dynamic programming