Бакалавриат
2026/2027
Теория оптимизации
Статус:
Курс по выбору (Международная программа по экономике и финансам)
Кто читает:
Международный институт экономики и финансов
Где читается:
Международный институт экономики и финансов
Когда читается:
3-й курс, 2 семестр
Охват аудитории:
для своего кампуса
Язык:
английский
Кредиты:
4
Контактные часы:
56
Course Syllabus
Abstract
This course covers two main classes of optimization theory: statistic optimization and dynamic optimization. The part of static optimization covers such topics as unconstraint optimization and constraint optimization. The part of dynamic optimization covers such topics as calculus of variation, optimal control and dynamic programming. Despite the name of the course, it contains also some practical part.
Expected Learning Outcomes
- a student can solve an unconstrained optimization problem
- a student can solve a constrained optimization problem
- a student can solve a calculus of variation problem
- a student can solve an optimal control problem
- a student can solve a dynamic programming problem
Course Contents
- unconstrained optimization
- constrained optimization
- calculus of variation
- optimal control
- dynamic programming
Assessment Elements
- quiz 1
- midterm
- home assignments
- quiz 2
- final examIn order to get a passing grade for the course, the student must sit (all parts) of the final examination
Interim Assessment
- 2026/2027 2nd semester0.5 * final exam + 0.1 * quiz 1 + 0.1 * quiz 2 + 0.1 * home assignments + 0.2 * midterm
