Insegnamento a.a. 2018-2019

20603 - OPTIMIZATION

Department of Decision Sciences

Course taught in English
Go to class group/s: 31
DSBA (8 credits - II sem. - OBCUR  |  SECS-S/06)
Course Director:
FILIPPO GAZZOLA

Classes: 31 (II sem.)
Instructors:
Class 31: FILIPPO GAZZOLA


Prerequisites

Prerequisites: To feel comfortable in this course you should have attended at least one calculus class covering the basic concepts of function, derivative, integral as well as having a working knowledge of linear algebra (i.e. vectors/matrices).

Mission & Content Summary

MISSION

Mathematics is the language in which most of modern economics is written. The course aims to provide the basic mathematical tools that students need to complete their Economics studies. Moreover, the course develops the analytical thinking skills that students need later on in their academic career.

CONTENT SUMMARY

  • Metric Spaces.
  • Normed Vector Spaces.
  • Abstract Equations.
  • Contractions and Fixed Points.
  • Calculus in Vector Spaces.
  • Convex Analysis.
  • Dynamic Programming.

Intended Learning Outcomes (ILO)

KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...
  • Carry out a formal mathematical proof.
  • Recognize the abstract mathematical structures that underlie modern economic theories.
  • Master vector spaces techniques.
  • Solve complex dynamic optimization problems.

APPLYING KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...
  • Apply to economics and to the social sciences the techniques of contemporary mathematics.
  • Work out both the quantitative and the qualitative perspectives.
  • Solve dynamic optimization problems which are key in Economic Theory.
  • Master topological arguments which are important in Game Theory and Microeconomics.

Teaching methods

  • Face-to-face lectures
  • Exercises (exercises, database, software etc.)

DETAILS

Every one/two weeks there are a problem session where mathematical problems concerning the topics taught in class are discussed and solved.


Assessment methods

  Continuous assessment Partial exams General exam
  • Written individual exam (traditional/online)
   x x

ATTENDING AND NOT ATTENDING STUDENTS

Written exam.


Teaching materials


ATTENDING AND NOT ATTENDING STUDENTS

Lecture notes.

Last change 03/07/2018 12:30