Lecture slides:

• L1: Introduction/rmlu (pdf).
• L1: Introduction/nkp (pdf).
• L2: Linear Programming and Convexity (pdf).
• L3: Convexity and optimization (pdf).
• L4: (In)equality constraints (pdf). (pdf).
• L5: Lagranian duality (pdf).
• L6: Solution methods (pdf).
• L7: Free dynamics optimization-D (pdf).
• L8: Free dynamics optimization-(D+C) (pdf).
• L9: DO with end point constraints (pdf).
• L10: DO with control constraints (pdf).
• L11: Dynamic Programming (pdf).
• L12: Stochastic Dynamic Programming (pdf).
• L13: Time Optimal Problems (pdf).

• Exercise 7 (pdf). Solutions (pdf). m-files (zip.).
• Exercise 8 (pdf). Solutions (pdf). m-files (zip).
• Exercise 11) (pdf). Solutions (pdf).

• Niels K. Poulsen: Dynamic Optimization. Available from Polyteknisk Boghandel and (pdf) here as pdf.


• Mark Gockenback: A Practical Introduction to MATLAB  (as ps) or (as html)