Time: Monday April 27, 2009, kl. 09:00
Place: G5-109, Fredrik Bajers Vej 7G, 9220 Aalborg

Program

09:00-09:30

Repetition: the main ideas behind the Lagrange multiplier method.

09:30-12:00

A not so gentle introduction to the Maximum Principle.
We will use the set of
notes from last time.

12:30-16:15

Exercise session, based on the exercises given in the notes.

Comments

There are only seven pages of notes, but they are very dense and sketchy. We will
start with a short discussion on the existence and uniqueness of a solution to a first order differential
equation. Then we will fomulate the main problem of optimal control theory, and try to understand it
using a discretized approach.

The highlight of the day: a derivation of the Euler-Lagrange equations.