Time: Monday September 12, 2011, kl. 08:30
Place: G5-109, Fredrik Bajers Vej 7G, 9220 Aalborg

Program

08:30-10:00

Repetition: the main ideas behind the Lagrange multiplier method, and calcululs of variations.

10:00-12:00

A not so gentle introduction to the Maximum Principle.
We will use these
notes.

12:30-16:15

Exercise session, based on the exercises given in the notes. You're also welcome to ask your own questions.

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: some applications of the Euler-Lagrange equations.