| TYPE OF COURSE UNIT | Elective Course |
| LEVEL OF COURSE UNIT | Doctorate Of Science |
| YEAR OF STUDY | - |
| SEMESTER | - |
| NUMBER OF ECTS CREDITS ALLOCATED | 10 |
| NAME OF LECTURER(S) | Professor Sedat Nazlıbilek
|
| LEARNING OUTCOMES OF THE COURSE UNIT |
At the end of this course, the students;
1) Gain an ability to solve problems.
2) Know the Variational Analysis and use them.
3) Know the theory and applications of Concavity Theory.
4) Will be able to calculate Cost functions.
5) Know and use Dynamic Programing applications.
6) Know and improve the Linear/Quadratic Programing applications.
7) Experience the theoretical knowledge with simulations.
|
| MODE OF DELIVERY | Face to face |
| PRE-REQUISITES OF THE COURSE | No |
| RECOMMENDED OPTIONAL PROGRAMME COMPONENT | None |
| COURSE DEFINITION | 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.) |
|
| RECOMENDED 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 WORKLOAD |
| Activities |
Number |
Hours |
Workload |
| 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 Workload | | | 300 |
|---|
| Total Workload / 30 | | | 10 |
|---|
| ECTS Credits of the Course | | | 10 |
|---|
|
| LANGUAGE OF INSTRUCTION | Turkish |
| WORK PLACEMENT(S) | No |
| | |
