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Course Syllabus

Bachelor 2025/2026

Optimization Theory

Type: Elective course (International Programme in Economics and Finance)
Delivered by: International College of Economics and Finance
When: 3 year, 3, 4 module
Open to: students of one campus
Instructors: Ilya S. Slabolitskiy
Language: English

Course Syllabus

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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 the practical part with applications in R language.